+76.2%
ITOT vs PENG
+107.9%
-31.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +0.7% | +7.8% | -7.1% | -0.2% |
| 30D | -1.1% | -12.2% | +11.1% | +0.1% |
| 3M | +3.9% | -20.6% | +24.5% | +4.7% |
| 6M | +14.7% | +180.9% | -166.2% | -2.6% |
| YTD | +13.3% | +162.3% | -148.9% | -3.4% |
| 1Y | +19.1% | +107.3% | -88.1% | +4.0% |
| All | +76.2% | +107.9% | -31.7% | +45.5% |
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