+155.9%
PFE vs IEF
+129.4%
+26.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.3% |
| 7D | +1.8% | -0.3% | +2.0% | +1.6% |
| 30D | +10.2% | -0.8% | +11.0% | +9.8% |
| 3M | +12.7% | -1.0% | +13.7% | +12.1% |
| 6M | +10.5% | -2.8% | +13.3% | +9.0% |
| YTD | +20.2% | -1.5% | +21.7% | +19.2% |
| 1Y | +24.1% | -0.4% | +24.5% | +23.7% |
| 3Y | -3.6% | +9.7% | -13.2% | +1.3% |
| 5Y | -20.9% | -8.3% | -12.5% | -27.4% |
| 10Y | +35.8% | +4.6% | +31.2% | +39.4% |
| All | +155.9% | +129.4% | +26.6% | +406.8% |
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