+73.8%
ITOT vs PENG
+116.9%
-43.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -0.4% | +7.3% | -7.7% | -1.4% |
| 30D | -1.6% | -7.5% | +5.9% | -0.7% |
| 3M | +3.5% | -17.2% | +20.8% | +3.9% |
| 6M | +13.1% | +176.7% | -163.6% | -8.8% |
| YTD | +12.7% | +161.0% | -148.3% | -8.7% |
| 1Y | +18.3% | +108.8% | -90.5% | -1.3% |
| 3Y | +76.4% | +109.8% | -33.4% | +36.1% |
| 5Y | +73.8% | +111.7% | -38.0% | +32.8% |
| All | +73.8% | +116.9% | -43.1% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling