-18.0%
PENN price history and return analytics
+74.1%
-92.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.8% | +2.8% |
| 7D | +8.9% | +0.4% | +8.6% | +8.2% |
| 30D | +19.8% | -2.6% | +22.4% | +23.9% |
| 3M | -8.1% | -3.2% | -4.9% | -4.0% |
| 6M | +10.8% | +0.9% | +9.8% | +7.6% |
| YTD | +25.7% | +11.3% | +14.4% | +3.4% |
| 1Y | +27.5% | +14.0% | +13.5% | +0.7% |
| 3Y | -18.0% | +75.8% | -93.8% | -73.2% |
| All | -18.0% | +74.1% | -92.1% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling