+524.4%
PG vs IEF
+126.7%
+397.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | 0.0% |
| 7D | -2.7% | -1.2% | -1.5% | -3.0% |
| 30D | -1.5% | -1.5% | -0.1% | -2.0% |
| 3M | -3.4% | -1.7% | -1.7% | -3.8% |
| 6M | -7.0% | -3.5% | -3.5% | -8.0% |
| YTD | +2.0% | -2.6% | +4.6% | +1.1% |
| 1Y | -6.5% | -2.4% | -4.1% | -7.2% |
| 3Y | +1.2% | +8.9% | -7.8% | +4.4% |
| 5Y | +12.8% | -9.2% | +22.0% | +6.1% |
| 10Y | +117.7% | +3.9% | +113.8% | +119.7% |
| All | +524.4% | +126.7% | +397.7% | +790.2% |
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