-22.2%
PFE vs IEF
-8.2%
-14.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | +3.8% | -0.7% | +4.6% | +4.2% |
| 3M | +10.4% | -0.4% | +10.8% | +10.6% |
| 6M | +6.3% | -2.5% | +8.7% | +7.3% |
| YTD | +17.4% | -1.6% | +19.0% | +18.1% |
| 1Y | +21.1% | -1.3% | +22.4% | +21.8% |
| 3Y | -1.6% | +10.1% | -11.7% | -4.5% |
| 5Y | -22.2% | -8.3% | -13.8% | -15.2% |
| All | -22.2% | -8.2% | -14.0% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling