+50.7%
PFE vs IEF
+7.3%
+43.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.0% | -0.8% | -2.2% | -3.0% |
| 30D | +5.2% | +2.0% | +3.2% | +5.3% |
| 3M | +12.2% | -1.1% | +13.3% | +12.2% |
| 6M | +17.8% | -1.9% | +19.7% | +17.7% |
| YTD | +26.2% | -2.2% | +28.4% | +26.1% |
| 1Y | +23.2% | -2.3% | +25.5% | +23.0% |
| 3Y | +21.3% | +11.6% | +9.7% | +23.7% |
| 5Y | -23.1% | -7.1% | -16.0% | -29.4% |
| 10Y | +50.7% | +7.8% | +42.9% | +51.0% |
| All | +50.7% | +7.3% | +43.4% | +51.0% |
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