+64.6%
PENG vs NWSA
+17.8%
+46.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.8% | +9.5% | +9.9% |
| 7D | +1.9% | -12.2% | +14.1% | +11.0% |
| 30D | -37.8% | -8.7% | -29.1% | -34.1% |
| 3M | -14.1% | -6.0% | -8.1% | -11.0% |
| 6M | +13.1% | -0.3% | +13.4% | +9.5% |
| YTD | +151.8% | +3.5% | +148.3% | +134.8% |
| 1Y | +136.0% | +0.8% | +135.2% | +124.7% |
| 3Y | +217.9% | +31.1% | +186.8% | +149.2% |
| All | +64.6% | +17.8% | +46.8% | +31.8% |
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