+67.6%
PCAR vs IEF
+10.3%
+57.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -6.2% | -0.8% | -5.5% | -6.0% |
| 3M | +5.9% | -1.0% | +6.9% | +6.2% |
| 6M | +0.4% | -2.8% | +3.2% | +1.0% |
| YTD | +14.8% | -1.5% | +16.3% | +15.4% |
| 1Y | +30.1% | -0.4% | +30.5% | +30.6% |
| All | +67.6% | +10.3% | +57.2% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling