+678.4%
PEN vs SPY
+358.4%
+320.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | +0.4% | -0.6% | +1.0% | +0.8% |
| 30D | +0.6% | -3.7% | +4.3% | +3.9% |
| 3M | -1.4% | -2.7% | +1.4% | +0.8% |
| 6M | -0.2% | +2.2% | -2.4% | -3.1% |
| YTD | +3.4% | +10.8% | -7.4% | -7.6% |
| 1Y | +18.8% | +11.2% | +7.6% | +5.9% |
| 3Y | +77.2% | +76.5% | +0.7% | -2.6% |
| 5Y | +19.2% | +72.9% | -53.7% | -32.1% |
| 10Y | +409.0% | +304.8% | +104.2% | +31.1% |
| All | +678.4% | +358.4% | +320.0% | +91.2% |
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