PEA

The chart shows the growth of an initial investment of $10,000 in PEA, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Apr 4, 2026, the PEA returned 1.66% Year-To-Date and 20.87% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 31, 2009, PEA's average daily return is +0.08%, while the average monthly return is +1.63%. At this rate, your investment would double in approximately 3.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Oct 2010 with a return of +22.6%, while the worst month was Sep 2021 at -12.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PEA closed higher 54% of trading days. The best single day was Oct 7, 2010 with a return of +22.5%, while the worst single day was Mar 12, 2020 at -10.1%.

PEA has an annualized alpha of 10.06%, beta of 0.82, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since August 31, 2009.

• This portfolio captured 125.38% of S&P 500 Index gains but only 93.31% of its losses — a favorable profile for investors.
• R² of 0.42 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

PEA has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

PEA ranks 48 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

PEA Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.37
• 5-Year: 0.61
• 10-Year: 0.98
• All Time: 0.87

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of PEA compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

PEA provided a 1.90% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the PEA. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PEA was 35.72%, occurring on Oct 14, 2022. Recovery took 119 trading sessions.

The current PEA drawdown is 12.14%.

The chart below shows the rolling one-month volatility.