+3,512.4%
PCAR vs IEF
+129.4%
+3,383.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.9% |
| 30D | -6.2% | -0.8% | -5.5% | -7.2% |
| 3M | +5.9% | -1.0% | +6.9% | +4.4% |
| 6M | +0.4% | -2.8% | +3.2% | -3.5% |
| YTD | +14.8% | -1.5% | +16.3% | +12.3% |
| 1Y | +30.1% | -0.4% | +30.5% | +28.9% |
| 3Y | +66.7% | +9.7% | +57.0% | +87.1% |
| 5Y | +166.1% | -8.3% | +174.5% | +119.8% |
| 10Y | +353.7% | +4.6% | +349.1% | +385.9% |
| All | +3,512.4% | +129.4% | +3,383.1% | +17,676.5% |
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