+677.5%
PEN vs VT
+233.9%
+443.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +3.4% |
| 7D | -0.3% | -4.2% | +3.9% | +3.7% |
| 30D | +1.3% | -5.8% | +7.1% | +6.9% |
| 3M | -0.6% | -5.2% | +4.6% | +4.2% |
| 6M | -0.8% | +0.1% | -1.0% | -2.0% |
| YTD | +3.3% | +8.2% | -5.0% | -6.1% |
| 1Y | +42.4% | +10.1% | +32.3% | +27.1% |
| 3Y | +62.3% | +69.7% | -7.4% | -7.8% |
| 5Y | +12.6% | +53.4% | -40.8% | -28.3% |
| 10Y | +434.7% | +219.2% | +215.5% | +81.9% |
| All | +677.5% | +233.9% | +443.6% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling