+9.0%
PCG vs IEF
-8.2%
+17.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +1.1% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +0.8% | +1.8% | -1.0% | -0.1% |
| 3M | -22.0% | -1.2% | -20.8% | -21.6% |
| 6M | -17.1% | -2.5% | -14.6% | -16.1% |
| YTD | -16.9% | -2.5% | -14.4% | -15.8% |
| 1Y | -19.1% | -2.3% | -16.8% | -18.1% |
| 3Y | -19.4% | +11.3% | -30.7% | -22.1% |
| 5Y | +9.0% | -7.6% | +16.6% | -1.5% |
| All | +9.0% | -8.2% | +17.2% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling