+83.6%
PEJ vs VT
+221.8%
-138.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | +0.8% | +2.4% | -1.6% | -1.8% |
| 30D | +5.8% | -1.5% | +7.3% | +7.6% |
| 3M | -2.5% | -4.1% | +1.6% | +2.2% |
| 6M | +14.4% | +0.6% | +13.8% | +12.9% |
| YTD | +10.1% | +11.0% | -0.9% | -3.2% |
| 1Y | +16.9% | +13.3% | +3.5% | +0.3% |
| 3Y | +81.3% | +73.4% | +7.9% | -4.3% |
| 5Y | +34.8% | +57.4% | -22.7% | -19.9% |
| All | +83.6% | +221.8% | -138.2% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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