+141.2%
PENN price history and return analytics
+357.6%
-216.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.8% | +2.9% |
| 7D | +8.9% | +0.4% | +8.6% | +8.3% |
| 30D | +19.8% | -2.6% | +22.4% | +23.7% |
| 3M | -8.1% | -3.2% | -4.9% | -4.3% |
| 6M | +10.8% | +0.9% | +9.8% | +8.1% |
| YTD | +25.7% | +11.3% | +14.4% | +7.5% |
| 1Y | +27.5% | +14.0% | +13.5% | +5.7% |
| 3Y | -18.0% | +75.8% | -93.8% | -60.7% |
| 5Y | -68.6% | +57.8% | -126.4% | -81.7% |
| 10Y | +46.2% | +219.8% | -173.6% | -54.2% |
| All | +141.2% | +357.6% | -216.4% | -45.8% |
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