+9,204.2%
PENN vs SPY
+2,830.0%
+6,374.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.0% |
| 7D | +1.1% | +3.3% | -2.2% | -2.4% |
| 30D | +14.1% | -2.7% | +16.7% | +17.2% |
| 3M | -8.6% | -1.7% | -6.8% | -7.0% |
| 6M | +11.6% | +3.1% | +8.5% | +7.0% |
| YTD | +18.8% | +11.9% | +7.0% | +4.3% |
| 1Y | +14.7% | +12.0% | +2.7% | +0.6% |
| 3Y | -26.0% | +78.2% | -104.2% | -60.0% |
| 5Y | -69.9% | +73.2% | -143.1% | -82.4% |
| 10Y | +30.8% | +309.6% | -278.8% | -61.1% |
| All | +9,204.2% | +2,830.0% | +6,374.3% | +543.9% |
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