+95.5%
PEP vs IEF
+7.3%
+88.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +2.9% | -2.0% | +4.9% | +3.0% |
| 30D | +12.5% | +0.7% | +11.8% | +12.5% |
| 3M | +4.5% | -2.5% | +7.0% | +4.6% |
| 6M | -0.5% | -2.6% | +2.1% | -0.4% |
| YTD | +4.4% | -3.2% | +7.6% | +4.6% |
| 1Y | +4.4% | -3.0% | +7.4% | +4.5% |
| 3Y | -3.4% | +10.5% | -13.9% | -2.4% |
| 5Y | +5.2% | -8.2% | +13.3% | -3.2% |
| All | +95.5% | +7.3% | +88.2% | +75.6% |
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