+91.3%
PEP vs IEF
+7.5%
+83.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.3% | -1.9% | +1.6% | -0.2% |
| 30D | +11.8% | +1.1% | +10.7% | +11.7% |
| 3M | +3.7% | -1.9% | +5.6% | +3.7% |
| 6M | -4.3% | -2.4% | -1.9% | -4.2% |
| YTD | +2.1% | -3.0% | +5.2% | +2.3% |
| 1Y | +2.5% | -3.1% | +5.7% | +2.6% |
| 3Y | -5.0% | +10.7% | -15.7% | -4.0% |
| 5Y | +2.9% | -8.0% | +10.8% | -5.3% |
| All | +91.3% | +7.5% | +83.7% | +71.8% |
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 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