+455.4%
PEJ vs VT
+345.0%
+110.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.2% | -0.4% |
| 7D | -0.7% | -4.2% | +3.5% | +3.4% |
| 30D | +5.6% | -5.8% | +11.4% | +11.8% |
| 3M | -1.4% | -5.2% | +3.9% | +3.7% |
| 6M | +10.3% | +0.1% | +10.1% | +9.6% |
| YTD | +8.9% | +8.2% | +0.7% | +0.5% |
| 1Y | +16.1% | +10.1% | +5.9% | +5.4% |
| 3Y | +77.7% | +69.7% | +8.0% | +8.4% |
| 5Y | +27.6% | +53.4% | -25.8% | -13.7% |
| 10Y | +95.6% | +219.2% | -123.6% | -28.5% |
| All | +455.4% | +345.0% | +110.4% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling