+143.4%
PEG vs ITOT
+303.4%
-160.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.6% |
| 7D | -0.9% | -0.9% | 0.0% | -0.4% |
| 30D | -3.7% | -1.5% | -2.3% | -2.9% |
| 3M | -7.3% | +3.6% | -10.8% | -9.3% |
| 6M | -10.5% | +13.7% | -24.2% | -17.3% |
| YTD | -7.5% | +12.9% | -20.4% | -14.4% |
| 1Y | -8.7% | +17.2% | -25.9% | -17.5% |
| 3Y | +31.4% | +75.6% | -44.3% | -8.3% |
| 5Y | +37.8% | +75.5% | -37.7% | -5.4% |
| All | +143.4% | +303.4% | -160.1% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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