+3,042.8%
PCAR vs IEF
+127.6%
+2,915.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.3% |
| 7D | +2.2% | -0.8% | +3.0% | +1.2% |
| 30D | +0.3% | +2.0% | -1.7% | +2.9% |
| 3M | -17.9% | -1.1% | -16.9% | -19.1% |
| 6M | -3.4% | -1.9% | -1.5% | -6.1% |
| YTD | -0.1% | -2.2% | +2.1% | -3.4% |
| 1Y | +13.4% | -2.3% | +15.7% | +9.4% |
| 3Y | +37.2% | +11.6% | +25.6% | +58.4% |
| 5Y | +117.3% | -7.1% | +124.4% | +84.3% |
| 10Y | +295.0% | +7.8% | +287.2% | +346.2% |
| All | +3,042.8% | +127.6% | +2,915.2% | +15,199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling