+73.2%
PR vs ITOT
+74.2%
-1.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | -16.4% | -2.7% | -13.7% | -14.6% |
| 30D | -1.9% | -5.2% | +3.3% | +2.3% |
| 3M | +8.0% | -4.4% | +12.3% | +11.6% |
| 6M | +4.1% | +0.4% | +3.7% | +2.1% |
| YTD | +58.7% | +8.8% | +49.9% | +41.9% |
| 1Y | +75.8% | +11.0% | +64.8% | +52.9% |
| 3Y | +73.2% | +74.4% | -1.3% | -13.9% |
| All | +73.2% | +74.2% | -1.0% | -13.9% |
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