+367.0%
PSX vs ITOT
+71.8%
+295.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.4% |
| 7D | +1.5% | -2.0% | +3.6% | +2.9% |
| 30D | +15.8% | -2.0% | +17.8% | +17.3% |
| 3M | +43.0% | +4.5% | +38.5% | +38.2% |
| 6M | +61.1% | +12.6% | +48.4% | +46.8% |
| YTD | +104.5% | +12.0% | +92.5% | +86.9% |
| 1Y | +102.5% | +17.3% | +85.3% | +78.4% |
| 3Y | +133.5% | +75.2% | +58.2% | +55.8% |
| 5Y | +367.0% | +74.0% | +292.9% | +211.9% |
| All | +367.0% | +71.8% | +295.1% | +211.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling