+13.4%
PG vs IEF
-9.5%
+22.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.8% | -1.3% | +0.5% | -0.3% |
| 30D | +0.8% | -1.7% | +2.6% | +1.5% |
| 3M | -1.3% | -2.5% | +1.2% | -0.4% |
| 6M | -3.8% | -3.3% | -0.6% | -2.6% |
| YTD | +3.6% | -2.8% | +6.4% | +4.8% |
| 1Y | -5.7% | -2.7% | -3.0% | -4.7% |
| 3Y | +1.6% | +8.9% | -7.3% | -0.3% |
| All | +13.4% | -9.5% | +22.9% | +10.9% |
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