+1,131.3%
PSX vs ITOT
+589.3%
+542.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +2.2% |
| 7D | +2.8% | +0.7% | +2.2% | +2.1% |
| 30D | +27.8% | -1.1% | +28.9% | +29.1% |
| 3M | +42.0% | +3.9% | +38.2% | +35.6% |
| 6M | +58.1% | +14.7% | +43.4% | +34.5% |
| YTD | +105.0% | +13.3% | +91.7% | +76.4% |
| 1Y | +104.9% | +19.1% | +85.8% | +66.4% |
| 3Y | +134.1% | +77.3% | +56.7% | +22.6% |
| 5Y | +363.8% | +74.1% | +289.8% | +140.8% |
| 10Y | +370.1% | +293.1% | +77.0% | -7.5% |
| All | +1,131.3% | +589.3% | +542.0% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling