+64.8%
PR vs ITOT
+298.5%
-233.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.5% | -3.8% |
| 7D | -12.4% | +0.2% | -12.6% | -12.8% |
| 30D | -6.6% | -3.0% | -3.5% | -3.7% |
| 3M | +7.5% | -2.7% | +10.2% | +10.1% |
| 6M | +10.8% | +2.6% | +8.2% | +5.8% |
| YTD | +57.0% | +11.5% | +45.5% | +34.6% |
| 1Y | +67.9% | +13.5% | +54.4% | +40.6% |
| 3Y | +87.6% | +79.7% | +7.9% | -8.1% |
| 5Y | +220.4% | +64.2% | +156.1% | +76.6% |
| 10Y | +64.8% | +290.2% | -225.3% | -25.1% |
| All | +64.8% | +298.5% | -233.7% | -25.1% |
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