-67.2%
PENN vs VT
+57.5%
-124.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.3% |
| 7D | +8.1% | -0.1% | +8.2% | +8.1% |
| 30D | +19.2% | -3.1% | +22.2% | +25.0% |
| 3M | -2.1% | -3.5% | +1.4% | +3.3% |
| 6M | +10.2% | +0.5% | +9.8% | +7.3% |
| YTD | +25.1% | +10.8% | +14.3% | +2.0% |
| 1Y | +18.3% | +11.9% | +6.4% | -5.4% |
| 3Y | -22.1% | +73.0% | -95.1% | -71.4% |
| 5Y | -67.2% | +58.6% | -125.8% | -85.4% |
| All | -67.2% | +57.5% | -124.8% | -85.4% |
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