-71.9%
PENN vs VT
+53.2%
-125.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +6.1% |
| 7D | +13.1% | -4.2% | +17.3% | +20.7% |
| 30D | +9.0% | -5.8% | +14.8% | +19.6% |
| 3M | -11.6% | -5.2% | -6.4% | -4.0% |
| 6M | +1.4% | +0.1% | +1.3% | -1.3% |
| YTD | +17.6% | +8.2% | +9.3% | -0.6% |
| 1Y | +6.1% | +10.1% | -4.1% | -12.9% |
| 3Y | -23.7% | +69.7% | -93.3% | -71.2% |
| 5Y | -71.9% | +53.4% | -125.3% | -86.7% |
| All | -71.9% | +53.2% | -125.1% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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