+632.3%
PENG vs NWSA
+125.9%
+506.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.8% | +9.5% | +9.8% |
| 7D | +1.9% | -12.2% | +14.1% | +11.9% |
| 30D | -37.8% | -8.7% | -29.1% | -33.9% |
| 3M | -14.1% | -6.0% | -8.1% | -10.9% |
| 6M | +13.1% | -0.3% | +13.4% | +9.0% |
| YTD | +151.8% | +3.5% | +148.3% | +134.0% |
| 1Y | +136.0% | +0.8% | +135.2% | +123.5% |
| 3Y | +217.9% | +31.1% | +186.8% | +151.9% |
| 5Y | +64.1% | +18.8% | +45.3% | +35.6% |
| All | +632.3% | +125.9% | +506.4% | +300.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling