Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PFEQX (Performance Large Cap Equity Instl) | NA | 26.40% | 12.97% | 0.21% | 6.16% | 3.27% | NA | 5.44% |
Data as of 09/24/2012, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PFEQX (Performance Large Cap Equity Instl) | 06/21/1996 | 09/24/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 26.40 | 12.97 | 0.21 | 6.16 | 3.27 | NA | 5.44 | 15.79 | 4.90 | 11.75 | 11.62 | -34.32 | 10.07 | 9.02 | 7.41 | 10.49 | 20.61 | -21.97 | -10.35 | -12.68 | 15.72 | 28.88 | 33.00 | 12.76 |
| Sharpe Ratio | NA | 1.82 | 0.72 | -0.01 | 0.26 | NA | NA | 0.05 | 1.90 | 0.22 | 0.67 | 0.58 | -1.01 | 0.42 | 0.47 | 0.44 | 0.91 | 1.25 | -0.94 | -0.68 | -0.80 | 0.69 | 1.35 | -1.22 | 2.03 |
| Standard Deviation(%) | NA | 15.97 | 17.82 | 22.95 | 19.22 | NA | NA | 19.11 | 11.66 | 22.20 | 17.31 | 20.00 | 34.83 | 16.90 | 12.32 | 11.94 | 10.49 | 15.92 | 24.55 | 18.94 | 20.81 | 18.06 | 18.94 | 18.10 | 10.84 |
| Draw Down(%) | NA | 8.44 | 17.01 | 49.13 | 49.13 | NA | NA | 49.13 | 7.88 | 17.01 | 15.53 | 22.90 | 42.69 | 11.51 | 12.24 | 7.56 | 6.91 | 13.92 | 31.35 | 25.28 | 17.53 | 12.28 | 18.30 | 10.10 | 6.06 |
| Yield(%) | 0.00 | 1.44 | 1.12 | 3.56 | 9.05 | 6.19 | 6.65 | 8.32 | 0.92 | 0.88 | 0.85 | 1.08 | 0.64 | 16.25 | 26.45 | 16.00 | 13.77 | 9.72 | 6.57 | 7.97 | 7.60 | 3.39 | 5.65 | 2.40 | 2.53 |
Data as of 09/24/2012, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFEQX (Performance Large Cap Equity Instl) |
-16.22%
Mar 2000 - Mar 2003 |
-5.00%
Mar 1998 - Mar 2003 |
-3.93%
Feb 1999 - Feb 2009 |
2.88%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFEQX (Performance Large Cap Equity Instl) |
28.58%
Jul 1996 - Jul 1999 |
13.38%
Jul 1996 - Jul 2001 |
7.39%
Jul 1996 - Jul 2006 |
4.97%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart