+78.8%
ITOT vs PENG
+222.1%
-143.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.0% | +0.1% |
| 7D | -0.8% | +1.9% | -2.6% | -1.4% |
| 30D | -2.0% | -37.8% | +35.7% | +2.5% |
| 3M | -1.5% | -14.1% | +12.6% | -1.5% |
| 6M | +3.3% | +13.1% | -9.8% | -3.4% |
| YTD | +12.5% | +151.8% | -139.3% | -8.4% |
| 1Y | +12.6% | +136.0% | -123.4% | -7.5% |
| All | +78.8% | +222.1% | -143.3% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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