+146.1%
PENN vs VOO
+817.1%
-671.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -13.0% | +0.1% | -13.1% | -13.1% |
| 3M | -13.0% | +2.0% | -15.1% | -16.2% |
| 6M | +11.8% | +13.0% | -1.2% | -7.5% |
| YTD | +15.7% | +13.6% | +2.1% | -4.6% |
| 1Y | -13.1% | +20.1% | -33.2% | -34.0% |
| 3Y | -29.0% | +77.6% | -106.6% | -68.8% |
| 5Y | -79.1% | +82.4% | -161.5% | -90.8% |
| 10Y | +20.9% | +316.8% | -296.0% | -76.8% |
| All | +146.1% | +817.1% | -671.0% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling