+93.6%
PENG vs NWSA
+4.0%
+89.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.7% | +12.3% |
| 7D | -19.4% | -9.4% | -10.1% | -19.4% |
| 30D | -42.4% | -7.8% | -34.6% | -41.6% |
| 3M | -25.6% | -10.8% | -14.9% | -25.8% |
| 6M | +7.3% | +1.1% | +6.2% | +16.2% |
| YTD | +113.9% | +1.8% | +112.1% | +139.4% |
| 1Y | +93.6% | +6.0% | +87.5% | +112.9% |
| All | +93.6% | +4.0% | +89.6% | +112.9% |
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