-4.1%
PEP vs IEF
+10.9%
-15.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.8% |
| 7D | +4.6% | -0.2% | +4.8% | +4.7% |
| 30D | +14.0% | +1.8% | +12.2% | +12.8% |
| 3M | +5.4% | -1.2% | +6.6% | +6.1% |
| 6M | -5.1% | -2.5% | -2.6% | -3.8% |
| YTD | +3.1% | -2.5% | +5.6% | +4.6% |
| 1Y | +4.8% | -2.3% | +7.1% | +6.2% |
| 3Y | -4.1% | +11.3% | -15.4% | -6.3% |
| All | -4.1% | +10.9% | -15.1% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling