+24.1%
PFE vs IEF
-0.2%
+24.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | -0.3% | +2.0% | +2.0% |
| 30D | +10.2% | -0.8% | +11.0% | +11.1% |
| 3M | +12.7% | -1.0% | +13.7% | +13.7% |
| 6M | +10.5% | -2.8% | +13.3% | +14.0% |
| YTD | +20.2% | -1.5% | +21.7% | +22.3% |
| 1Y | +24.1% | -0.4% | +24.5% | +23.4% |
| All | +24.1% | -0.2% | +24.3% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling