+34.3%
PEJ price history and return analytics
+58.5%
-24.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.2% |
| 7D | +0.7% | +2.9% | -2.1% | -2.4% |
| 30D | +4.8% | -2.5% | +7.3% | +7.8% |
| 3M | -2.1% | -3.3% | +1.2% | +1.5% |
| 6M | +14.1% | +1.5% | +12.6% | +11.3% |
| YTD | +9.7% | +11.4% | -1.7% | -4.0% |
| 1Y | +14.8% | +11.9% | +2.8% | -0.2% |
| 3Y | +80.2% | +73.9% | +6.3% | -5.6% |
| 5Y | +34.3% | +57.9% | -23.6% | -19.0% |
| All | +34.3% | +58.5% | -24.3% | -19.0% |
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