+40.1%
PYPL vs ITOT
+303.4%
-263.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | -0.3% |
| 7D | -2.3% | -0.9% | -1.3% | -1.1% |
| 30D | -9.0% | -1.5% | -7.6% | -7.2% |
| 3M | +30.6% | +3.6% | +27.0% | +24.4% |
| 6M | +18.6% | +13.7% | +4.9% | -0.5% |
| YTD | -7.2% | +12.9% | -20.1% | -21.3% |
| 1Y | -19.3% | +17.2% | -36.4% | -34.7% |
| 3Y | -12.3% | +75.6% | -87.9% | -58.6% |
| 5Y | -80.9% | +75.5% | -156.4% | -90.6% |
| All | +40.1% | +303.4% | -263.3% | -71.5% |
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