+59.8%
PCG vs IEF
+127.0%
-67.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +0.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +0.8% | +1.8% | -1.0% | +1.1% |
| 3M | -22.0% | -1.2% | -20.8% | -22.2% |
| 6M | -17.1% | -2.5% | -14.6% | -17.5% |
| YTD | -16.9% | -2.5% | -14.4% | -17.3% |
| 1Y | -19.1% | -2.3% | -16.8% | -19.4% |
| 3Y | -19.4% | +11.3% | -30.7% | -17.4% |
| 5Y | +9.0% | -7.6% | +16.6% | +4.3% |
| 10Y | -76.2% | +7.3% | -83.4% | -76.0% |
| All | +59.8% | +127.0% | -67.2% | +233.7% |
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