+254.6%
ITOT vs PENG
+762.7%
-508.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.2% |
| 7D | +0.1% | +4.5% | -4.4% | -0.6% |
| 30D | 0.0% | -7.1% | +7.1% | +0.8% |
| 3M | +2.0% | -27.3% | +29.2% | +4.2% |
| 6M | +13.0% | +169.6% | -156.5% | -6.8% |
| YTD | +14.0% | +164.6% | -150.7% | -6.2% |
| 1Y | +19.9% | +109.5% | -89.6% | +1.6% |
| 3Y | +75.8% | +98.9% | -23.1% | +40.8% |
| 5Y | +73.8% | +116.3% | -42.4% | +33.2% |
| All | +254.6% | +762.7% | -508.1% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling