+460.5%
PEP vs ITOT
+896.7%
-436.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | +0.2% | 0.0% | +0.2% | +0.2% |
| 3M | -1.1% | +2.0% | -3.1% | -2.4% |
| 6M | -13.5% | +13.0% | -26.5% | -19.3% |
| YTD | -1.2% | +14.0% | -15.1% | -8.3% |
| 1Y | -1.6% | +19.9% | -21.5% | -11.3% |
| 3Y | -12.5% | +75.8% | -88.3% | -37.3% |
| 5Y | +3.0% | +73.8% | -70.8% | -26.8% |
| 10Y | +73.9% | +295.9% | -222.0% | -23.1% |
| All | +460.5% | +896.7% | -436.2% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling