+680.1%
PEN vs VOO
+373.1%
+307.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | 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% | -18.2% | -16.2% |
| YTD | +3.6% | +13.6% | -10.0% | -9.1% |
| 1Y | +15.2% | +20.1% | -4.9% | -4.7% |
| 3Y | +22.0% | +77.6% | -55.6% | -32.5% |
| 5Y | +16.1% | +82.4% | -66.3% | -36.4% |
| 10Y | +356.1% | +316.8% | +39.3% | +17.2% |
| All | +680.1% | +373.1% | +307.0% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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