-79.5%
PENN price history and return analytics
+65.7%
-145.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +2.4% |
| 7D | +1.7% | -0.1% | +1.8% | +1.9% |
| 30D | -8.9% | -0.7% | -8.2% | -7.9% |
| 3M | -15.5% | +4.0% | -19.5% | -21.8% |
| 6M | +16.8% | +12.3% | +4.5% | -6.6% |
| YTD | +16.4% | +14.0% | +2.4% | -9.2% |
| 1Y | -14.4% | +20.3% | -34.7% | -39.4% |
| 3Y | -22.5% | +75.4% | -97.9% | -72.0% |
| 5Y | -79.5% | +66.0% | -145.5% | -91.6% |
| All | -79.5% | +65.7% | -145.2% | -91.6% |
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