+672.9%
PEN vs SPY
+349.4%
+323.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | +0.1% | -2.7% | +2.8% | +2.5% |
| 30D | +0.9% | -5.4% | +6.3% | +6.0% |
| 3M | -1.7% | -4.1% | +2.4% | +1.8% |
| 6M | -1.5% | +0.7% | -2.2% | -3.0% |
| YTD | +2.7% | +8.7% | -6.0% | -6.5% |
| 1Y | +20.6% | +10.9% | +9.8% | +7.8% |
| 3Y | +60.7% | +75.0% | -14.3% | -11.0% |
| 5Y | +11.9% | +67.8% | -55.9% | -34.5% |
| 10Y | +431.6% | +312.9% | +118.7% | +36.2% |
| All | +672.9% | +349.4% | +323.5% | +93.4% |
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