-79.5%
PENN vs SPY
+81.0%
-160.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +2.0% |
| 7D | +1.7% | -0.4% | +2.0% | +2.2% |
| 30D | -8.9% | -1.4% | -7.5% | -7.0% |
| 3M | -15.5% | +3.7% | -19.2% | -20.8% |
| 6M | +16.8% | +13.0% | +3.8% | -5.2% |
| YTD | +16.4% | +12.4% | +4.0% | -4.4% |
| 1Y | -14.4% | +18.5% | -32.9% | -35.5% |
| 3Y | -22.5% | +77.6% | -100.1% | -69.6% |
| 5Y | -79.5% | +81.7% | -161.2% | -92.3% |
| All | -79.5% | +81.0% | -160.5% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling