+95.5%
PEP vs ITOT
+287.5%
-192.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +2.9% | +2.5% | +0.4% | +1.6% |
| 30D | +12.5% | -1.7% | +14.2% | +13.3% |
| 3M | +4.5% | -3.4% | +7.9% | +6.1% |
| 6M | -0.5% | +2.1% | -2.6% | -2.1% |
| YTD | +4.4% | +11.5% | -7.1% | -2.2% |
| 1Y | +4.4% | +13.6% | -9.3% | -3.4% |
| 3Y | -3.4% | +77.2% | -80.6% | -32.7% |
| 5Y | +5.2% | +64.4% | -59.2% | -23.9% |
| All | +95.5% | +287.5% | -192.0% | -22.0% |
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