+264.3%
PEG vs NWSA
+123.2%
+141.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | +1.0% | -2.6% | +3.7% | +1.6% |
| 30D | -1.9% | +4.6% | -6.4% | -2.8% |
| 3M | -3.7% | +10.2% | -13.9% | -5.7% |
| 6M | -9.4% | +21.6% | -31.1% | -13.3% |
| YTD | -6.0% | +14.6% | -20.6% | -9.1% |
| 1Y | -4.4% | +0.4% | -4.7% | -5.1% |
| 3Y | +33.5% | +45.0% | -11.5% | +21.8% |
| 5Y | +35.7% | +41.3% | -5.5% | +21.8% |
| 10Y | +140.4% | +142.8% | -2.4% | +81.7% |
| All | +264.3% | +123.2% | +141.2% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling