+566.8%
PEP vs IEF
+127.0%
+439.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.0% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | +14.0% | +1.8% | +12.2% | +14.6% |
| 3M | +5.4% | -1.2% | +6.6% | +5.0% |
| 6M | -5.1% | -2.5% | -2.6% | -5.9% |
| YTD | +3.1% | -2.5% | +5.6% | +2.3% |
| 1Y | +4.8% | -2.3% | +7.1% | +4.0% |
| 3Y | -4.1% | +11.3% | -15.4% | -0.3% |
| 5Y | +3.0% | -7.6% | +10.5% | -2.7% |
| 10Y | +89.6% | +7.3% | +82.3% | +93.3% |
| All | +566.8% | +127.0% | +439.7% | +855.3% |
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 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