+539.0%
PEP vs IEF
+129.4%
+409.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.4% | -0.3% | -1.1% | -1.5% |
| 30D | +0.2% | -0.8% | +1.0% | 0.0% |
| 3M | -1.1% | -1.0% | -0.1% | -1.4% |
| 6M | -13.5% | -2.8% | -10.7% | -14.3% |
| YTD | -1.2% | -1.5% | +0.3% | -1.7% |
| 1Y | -1.6% | -0.4% | -1.1% | -1.7% |
| 3Y | -12.5% | +9.7% | -22.2% | -9.6% |
| 5Y | +3.0% | -8.3% | +11.4% | -3.3% |
| 10Y | +73.9% | +4.6% | +69.3% | +74.6% |
| All | +539.0% | +129.4% | +409.6% | +818.7% |
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