+661.9%
PEG vs ITOT
+885.8%
-223.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | -0.1% | -0.4% | +0.3% | +0.2% |
| 30D | -1.7% | -1.6% | -0.2% | -0.7% |
| 3M | -6.8% | +3.5% | -10.3% | -9.2% |
| 6M | -11.4% | +13.1% | -24.5% | -19.1% |
| YTD | -7.2% | +12.7% | -20.0% | -15.3% |
| 1Y | -6.1% | +18.3% | -24.4% | -17.3% |
| 3Y | +31.8% | +76.4% | -44.6% | -13.9% |
| 5Y | +35.6% | +73.8% | -38.2% | -12.2% |
| 10Y | +148.7% | +301.2% | -152.5% | -17.2% |
| All | +661.9% | +885.8% | -223.9% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling