+58.3%
PCG vs IEF
+126.9%
-68.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.2% | -0.8% | -1.5% | -2.4% |
| 30D | -0.5% | +1.7% | -2.1% | -0.2% |
| 3M | -24.0% | -1.4% | -22.6% | -24.2% |
| 6M | -18.6% | -2.3% | -16.4% | -19.0% |
| YTD | -17.7% | -2.6% | -15.1% | -18.1% |
| 1Y | -20.0% | -2.7% | -17.3% | -20.4% |
| 3Y | -20.2% | +11.2% | -31.4% | -18.2% |
| 5Y | +8.4% | -7.4% | +15.7% | +3.8% |
| 10Y | -76.4% | +7.4% | -83.8% | -76.2% |
| All | +58.3% | +126.9% | -68.6% | +230.4% |
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 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