+107.3%
PENG vs NWSA
+2.1%
+105.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -1.7% |
| 7D | +7.8% | -2.6% | +10.4% | +6.6% |
| 30D | -12.2% | +4.6% | -16.8% | -10.5% |
| 3M | -20.6% | +10.2% | -30.8% | -15.7% |
| 6M | +180.9% | +21.6% | +159.3% | +188.7% |
| YTD | +162.3% | +14.6% | +147.6% | +180.5% |
| 1Y | +107.3% | +0.4% | +106.9% | +122.5% |
| All | +107.3% | +2.1% | +105.2% | +122.5% |
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