+125.6%
PENN vs VT
+345.0%
-219.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +4.8% |
| 7D | +13.1% | -4.2% | +17.3% | +19.3% |
| 30D | +9.0% | -5.8% | +14.8% | +17.5% |
| 3M | -11.6% | -5.2% | -6.4% | -5.4% |
| 6M | +1.4% | +0.1% | +1.3% | -0.2% |
| YTD | +17.6% | +8.2% | +9.3% | +4.3% |
| 1Y | +6.1% | +10.1% | -4.1% | -7.9% |
| 3Y | -23.7% | +69.7% | -93.3% | -61.7% |
| 5Y | -71.9% | +53.4% | -125.3% | -83.0% |
| 10Y | +43.1% | +219.2% | -176.2% | -54.8% |
| All | +125.6% | +345.0% | -219.4% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling