+168.8%
PFE vs IEF
+127.6%
+41.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.0% | -0.8% | -2.2% | -3.3% |
| 30D | +5.2% | +2.0% | +3.2% | +6.2% |
| 3M | +12.2% | -1.1% | +13.3% | +11.6% |
| 6M | +17.8% | -1.9% | +19.7% | +16.6% |
| YTD | +26.2% | -2.2% | +28.4% | +24.7% |
| 1Y | +23.2% | -2.3% | +25.5% | +21.7% |
| 3Y | +21.3% | +11.6% | +9.7% | +28.8% |
| 5Y | -23.1% | -7.1% | -16.0% | -28.5% |
| 10Y | +50.7% | +7.8% | +42.9% | +58.3% |
| All | +168.8% | +127.6% | +41.2% | +430.2% |
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 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