-75.3%
PCG vs IEF
+4.6%
-79.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | +6.5% | -0.3% | +6.8% | +6.5% |
| 30D | -16.7% | -0.6% | -16.2% | -16.6% |
| 3M | -14.2% | -1.0% | -13.2% | -13.9% |
| 6M | -21.5% | -3.1% | -18.4% | -20.9% |
| YTD | -11.2% | -1.9% | -9.3% | -10.8% |
| 1Y | -4.2% | -1.4% | -2.9% | -3.8% |
| 3Y | -14.9% | +9.8% | -24.7% | -15.9% |
| 5Y | +54.2% | -8.8% | +63.1% | +46.6% |
| 10Y | -75.3% | +4.7% | -80.0% | -78.4% |
| All | -75.3% | +4.6% | -79.9% | -78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling