+12.6%
PEN vs VT
+53.2%
-40.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +3.7% |
| 7D | -0.3% | -4.2% | +3.9% | +3.9% |
| 30D | +1.3% | -5.8% | +7.1% | +7.3% |
| 3M | -0.6% | -5.2% | +4.6% | +4.5% |
| 6M | -0.8% | +0.1% | -1.0% | -2.4% |
| YTD | +3.3% | +8.2% | -5.0% | -7.5% |
| 1Y | +42.4% | +10.1% | +32.3% | +24.8% |
| 3Y | +62.3% | +69.7% | -7.4% | -20.3% |
| 5Y | +12.6% | +53.4% | -40.8% | -31.5% |
| All | +12.6% | +53.2% | -40.6% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling