+8,960.1%
PENN vs SPY
+2,873.2%
+6,086.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -13.0% | +0.1% | -13.0% | -13.1% |
| 3M | -13.0% | +2.0% | -15.0% | -15.4% |
| 6M | +11.8% | +13.0% | -1.2% | -3.0% |
| YTD | +15.7% | +13.5% | +2.2% | +0.2% |
| 1Y | -13.1% | +20.0% | -33.1% | -29.2% |
| 3Y | -29.0% | +77.2% | -106.2% | -61.1% |
| 5Y | -79.1% | +81.9% | -161.0% | -88.4% |
| 10Y | +20.9% | +314.1% | -293.2% | -64.4% |
| All | +8,960.1% | +2,873.2% | +6,086.9% | +518.6% |
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