+77.0%
PR vs ITOT
+11.7%
+65.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +1.8% |
| 7D | +6.7% | +3.3% | +3.4% | +8.0% |
| 30D | -6.1% | -2.5% | -3.7% | -7.0% |
| 3M | +6.9% | -2.3% | +9.2% | +5.9% |
| 6M | +14.6% | +3.0% | +11.6% | +16.9% |
| YTD | +66.1% | +11.9% | +54.2% | +75.3% |
| 1Y | +77.0% | +12.0% | +65.0% | +87.6% |
| All | +77.0% | +11.7% | +65.3% | +87.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling