+86.5%
PR vs ITOT
+296.0%
-209.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.9% |
| 7D | -0.6% | +0.7% | -1.2% | -1.3% |
| 30D | +17.4% | -1.1% | +18.5% | +18.6% |
| 3M | +21.8% | +3.9% | +17.9% | +15.6% |
| 6M | +27.6% | +14.7% | +12.9% | +6.9% |
| YTD | +71.4% | +13.3% | +58.1% | +45.3% |
| 1Y | +78.3% | +19.1% | +59.2% | +41.9% |
| 3Y | +85.5% | +77.3% | +8.1% | -6.8% |
| 5Y | +422.7% | +74.1% | +348.6% | +173.1% |
| All | +86.5% | +296.0% | -209.5% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling