+54.0%
PPL vs IEF
+4.2%
+49.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -1.1% | -0.7% | -0.3% | -1.0% |
| 3M | 0.0% | -0.4% | +0.5% | +0.1% |
| 6M | -7.6% | -2.5% | -5.1% | -7.4% |
| YTD | +1.7% | -1.6% | +3.3% | +1.9% |
| 1Y | +1.5% | -1.3% | +2.8% | +1.7% |
| 3Y | +55.3% | +10.1% | +45.2% | +55.5% |
| 5Y | +37.7% | -8.3% | +46.0% | +21.4% |
| 10Y | +54.0% | +4.5% | +49.5% | +35.8% |
| All | +54.0% | +4.2% | +49.8% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling