+3.2%
PEP vs ITOT
+73.3%
-70.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | +0.3% | -1.6% | +1.9% | +0.7% |
| 3M | -3.2% | +3.5% | -6.8% | -4.2% |
| 6M | -13.6% | +13.1% | -26.7% | -16.7% |
| YTD | -1.9% | +12.7% | -14.6% | -5.3% |
| 1Y | -0.6% | +18.3% | -18.9% | -5.7% |
| 3Y | -13.6% | +76.4% | -90.0% | -30.3% |
| 5Y | +3.2% | +73.8% | -70.5% | -18.0% |
| All | +3.2% | +73.3% | -70.1% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling