+36.1%
PEJ vs VT
+59.8%
-23.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.6% |
| 7D | -1.6% | -0.7% | -0.9% | -0.9% |
| 30D | +8.1% | -1.7% | +9.8% | +10.2% |
| 3M | +1.4% | -2.3% | +3.7% | +4.0% |
| 6M | +15.4% | +1.5% | +13.9% | +12.7% |
| YTD | +11.8% | +12.0% | -0.2% | -2.8% |
| 1Y | +16.4% | +12.9% | +3.6% | +0.3% |
| 3Y | +83.7% | +74.9% | +8.8% | -4.4% |
| 5Y | +36.1% | +59.9% | -23.8% | -19.4% |
| All | +36.1% | +59.8% | -23.7% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling