+38.0%
PEG vs NWSA
+39.0%
-1.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -0.9% | -4.8% | +3.8% | -0.1% |
| 30D | -2.8% | +3.0% | -5.7% | -3.3% |
| 3M | -6.9% | +9.3% | -16.2% | -8.5% |
| 6M | -11.4% | +23.2% | -34.6% | -14.9% |
| YTD | -7.4% | +13.3% | -20.7% | -9.8% |
| 1Y | -8.3% | +2.9% | -11.2% | -9.1% |
| 3Y | +31.5% | +43.3% | -11.8% | +21.2% |
| 5Y | +38.0% | +40.9% | -2.9% | +23.1% |
| All | +38.0% | +39.0% | -1.1% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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