-14.9%
PENN price history and return analytics
+18.7%
-33.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.4% |
| 7D | -0.5% | -2.0% | +1.5% | +1.2% |
| 30D | -10.6% | -1.4% | -9.1% | -9.5% |
| 3M | -20.2% | +4.7% | -25.0% | -23.7% |
| 6M | +19.4% | +11.4% | +8.0% | +2.9% |
| YTD | +16.0% | +13.1% | +2.9% | -2.5% |
| 1Y | -14.9% | +19.0% | -33.9% | -30.4% |
| All | -14.9% | +18.7% | -33.6% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling