+72.1%
PCG vs IEF
+129.4%
-57.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | -13.9% | -0.3% | -13.6% | -13.9% |
| 30D | -16.9% | -0.8% | -16.1% | -17.0% |
| 3M | -14.7% | -1.0% | -13.8% | -14.9% |
| 6M | -23.8% | -2.8% | -21.1% | -24.2% |
| YTD | -10.5% | -1.5% | -9.0% | -10.8% |
| 1Y | -5.1% | -0.4% | -4.7% | -5.2% |
| 3Y | -11.6% | +9.7% | -21.3% | -9.8% |
| 5Y | +59.0% | -8.3% | +67.3% | +51.4% |
| 10Y | -75.7% | +4.6% | -80.3% | -75.9% |
| All | +72.1% | +129.4% | -57.3% | +259.8% |
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