+231.1%
PAAS vs ITOT
+878.9%
-647.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.7% |
| 7D | -7.0% | +3.3% | -10.3% | -9.5% |
| 30D | -15.3% | -2.5% | -12.8% | -13.3% |
| 3M | -27.7% | -2.3% | -25.4% | -26.1% |
| 6M | -40.5% | +3.0% | -43.5% | -41.4% |
| YTD | -26.5% | +11.9% | -38.4% | -32.0% |
| 1Y | -0.8% | +12.0% | -12.8% | -8.1% |
| 3Y | +196.9% | +77.8% | +119.2% | +89.5% |
| 5Y | +49.2% | +65.0% | -15.8% | +0.1% |
| 10Y | +199.4% | +290.1% | -90.7% | -7.3% |
| All | +231.1% | +878.9% | -647.8% | -60.8% |
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