+124.7%
PENG vs NWSA
+18.2%
+106.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.7% | -12.8% | -6.4% |
| 7D | -20.5% | +4.3% | -24.7% | -17.7% |
| 30D | -20.4% | +5.6% | -25.9% | -16.8% |
| 3M | -16.4% | +7.3% | -23.7% | -11.4% |
| 6M | +49.2% | +18.8% | +30.4% | +66.7% |
| YTD | +147.2% | +17.9% | +129.3% | +186.3% |
| 1Y | +124.7% | +19.3% | +105.3% | +158.7% |
| All | +124.7% | +18.2% | +106.4% | +158.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling