+43.6%
PENG vs NWSA
+12.8%
+30.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.7% | +12.6% |
| 7D | -19.4% | -9.4% | -10.1% | -14.0% |
| 30D | -42.4% | -7.8% | -34.6% | -39.3% |
| 3M | -25.6% | -10.8% | -14.9% | -20.9% |
| 6M | +7.3% | +1.1% | +6.2% | +2.4% |
| YTD | +113.9% | +1.8% | +112.1% | +101.2% |
| 1Y | +93.6% | +6.0% | +87.5% | +76.0% |
| 3Y | +170.2% | +24.6% | +145.6% | +118.9% |
| All | +43.6% | +12.8% | +30.9% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling