-79.5%
PENN vs VOO
+81.6%
-161.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | 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% | -6.9% |
| 3M | -15.5% | +3.7% | -19.2% | -20.9% |
| 6M | +16.8% | +13.0% | +3.8% | -5.5% |
| YTD | +16.4% | +12.4% | +4.0% | -4.6% |
| 1Y | -14.4% | +18.6% | -33.0% | -35.7% |
| 3Y | -22.5% | +78.1% | -100.5% | -70.0% |
| 5Y | -79.5% | +82.3% | -161.8% | -92.4% |
| All | -79.5% | +81.6% | -161.1% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling