+19.3%
PFE vs IEF
-2.9%
+22.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.3% |
| 7D | -2.1% | -1.9% | -0.2% | -0.3% |
| 30D | +3.1% | +1.1% | +2.0% | +2.2% |
| 3M | +11.2% | -1.9% | +13.1% | +13.3% |
| 6M | +15.0% | -2.4% | +17.4% | +17.7% |
| YTD | +23.5% | -3.0% | +26.6% | +27.8% |
| All | +19.3% | -2.9% | +22.2% | +22.7% |
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 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