+163.0%
PFE vs IEF
+129.0%
+33.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.6% |
| 7D | -4.7% | +0.3% | -5.0% | -4.6% |
| 30D | +3.4% | +2.7% | +0.7% | +4.6% |
| 3M | +9.2% | -0.8% | +10.0% | +8.8% |
| 6M | +15.8% | -1.7% | +17.5% | +14.8% |
| YTD | +23.4% | -1.6% | +25.1% | +22.4% |
| 1Y | +25.8% | -1.6% | +27.4% | +24.7% |
| 3Y | +17.8% | +12.4% | +5.5% | +25.6% |
| 5Y | -20.2% | -7.6% | -12.6% | -26.3% |
| 10Y | +49.6% | +7.6% | +42.0% | +56.6% |
| All | +163.0% | +129.0% | +33.9% | +420.2% |
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