+5,204.3%
PH vs IEF
+129.4%
+5,075.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | -0.3% | -2.8% | -3.4% |
| 30D | -3.2% | -0.8% | -2.5% | -4.2% |
| 3M | +10.6% | -1.0% | +11.6% | +9.1% |
| 6M | -2.1% | -2.8% | +0.6% | -5.9% |
| YTD | +10.2% | -1.5% | +11.7% | +7.8% |
| 1Y | +28.2% | -0.4% | +28.6% | +27.2% |
| 3Y | +134.9% | +9.7% | +125.2% | +164.9% |
| 5Y | +253.6% | -8.3% | +262.0% | +192.1% |
| 10Y | +804.7% | +4.6% | +800.1% | +873.1% |
| All | +5,204.3% | +129.4% | +5,075.0% | +23,362.2% |
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