+48.1%
PAAS vs ITOT
+63.9%
-15.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -8.9% | +2.5% | -11.4% | -11.0% |
| 30D | -11.4% | -1.7% | -9.7% | -9.8% |
| 3M | -20.4% | -3.4% | -17.1% | -17.5% |
| 6M | -40.7% | +2.1% | -42.8% | -41.3% |
| YTD | -26.9% | +11.5% | -38.4% | -32.6% |
| 1Y | -3.1% | +13.6% | -16.7% | -11.8% |
| 3Y | +199.3% | +77.2% | +122.0% | +88.8% |
| All | +48.1% | +63.9% | -15.8% | -6.9% |
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