+46.5%
PYPL vs ITOT
+326.3%
-279.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -2.5% |
| 7D | +1.7% | +0.7% | +1.1% | +1.0% |
| 30D | -9.7% | -1.1% | -8.6% | -8.3% |
| 3M | +29.2% | +3.9% | +25.3% | +22.6% |
| 6M | +13.9% | +14.7% | -0.9% | -5.5% |
| YTD | -8.1% | +13.3% | -21.4% | -22.3% |
| 1Y | -21.4% | +19.1% | -40.5% | -37.7% |
| 3Y | -11.8% | +77.3% | -89.2% | -58.6% |
| 5Y | -81.1% | +74.1% | -155.2% | -90.6% |
| 10Y | +36.9% | +293.1% | -256.2% | -73.9% |
| All | +46.5% | +326.3% | -279.8% | -73.5% |
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 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