+64.4%
PPL vs IEF
+6.4%
+58.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | +4.2% | +2.7% | +1.5% | +4.0% |
| 3M | +1.5% | -0.8% | +2.3% | +1.6% |
| 6M | +1.0% | -1.7% | +2.7% | +1.1% |
| YTD | +4.4% | -1.6% | +6.0% | +4.5% |
| 1Y | +0.8% | -1.6% | +2.3% | +0.9% |
| 3Y | +56.5% | +12.4% | +44.1% | +57.8% |
| 5Y | +47.7% | -7.6% | +55.3% | +29.7% |
| 10Y | +64.4% | +7.6% | +56.9% | +37.4% |
| All | +64.4% | +6.4% | +58.0% | +37.4% |
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