+516.5%
PL vs ITOT
+77.6%
+438.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | +0.3% |
| 7D | +10.0% | +2.5% | +7.6% | +4.2% |
| 30D | -2.3% | -1.7% | -0.6% | +2.8% |
| 3M | -44.2% | -3.4% | -40.9% | -38.6% |
| 6M | -66.1% | +2.1% | -68.2% | -66.2% |
| YTD | -30.0% | +11.5% | -41.5% | -42.6% |
| 1Y | +21.0% | +13.6% | +7.4% | -4.6% |
| 3Y | +516.5% | +77.2% | +439.3% | +72.4% |
| All | +516.5% | +77.6% | +438.9% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling