+57.9%
PPL vs IEF
+10.9%
+47.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | -0.4% | -2.0% | +1.6% | +1.4% |
| 30D | +2.6% | +0.7% | +1.9% | +2.0% |
| 3M | +0.8% | -2.5% | +3.3% | +3.0% |
| 6M | +1.4% | -2.6% | +4.0% | +3.7% |
| YTD | +4.3% | -3.2% | +7.5% | +7.3% |
| 1Y | +0.8% | -3.0% | +3.8% | +3.5% |
| 3Y | +57.9% | +10.5% | +47.4% | +44.8% |
| All | +57.9% | +10.9% | +47.0% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling