+680.1%
PEN vs SPY
+369.6%
+310.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +0.2% | +0.1% | 0.0% | 0.0% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | +0.5% | +2.0% | -1.5% | -1.8% |
| 6M | -5.1% | +13.0% | -18.1% | -16.2% |
| YTD | +3.6% | +13.5% | -9.9% | -9.1% |
| 1Y | +15.2% | +20.0% | -4.8% | -4.7% |
| 3Y | +22.0% | +77.2% | -55.2% | -32.8% |
| 5Y | +16.1% | +81.9% | -65.8% | -36.7% |
| 10Y | +356.1% | +314.1% | +42.1% | +15.3% |
| All | +680.1% | +369.6% | +310.5% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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