+23.8%
PENN vs VOO
+321.7%
-297.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.6% |
| 7D | -0.5% | -2.0% | +1.5% | +2.8% |
| 30D | -10.6% | -1.7% | -8.9% | -8.1% |
| 3M | -20.2% | +4.7% | -25.0% | -26.6% |
| 6M | +19.4% | +12.6% | +6.8% | -3.2% |
| YTD | +16.0% | +11.8% | +4.2% | -4.6% |
| 1Y | -14.9% | +17.5% | -32.4% | -35.6% |
| 3Y | -22.8% | +77.0% | -99.7% | -70.1% |
| 5Y | -78.6% | +82.6% | -161.1% | -91.8% |
| All | +23.8% | +321.7% | -297.9% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 10y: compounded portfolio wealth divided by compounded VOO 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…
10y analysis · Full analysis span regression · 6 months rolling