+169.6%
PENG vs NWSA
+28.2%
+141.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +3.9% |
| 7D | +4.5% | -1.9% | +6.4% | +1.9% |
| 30D | -7.1% | +4.6% | -11.7% | -0.5% |
| 3M | -27.3% | +13.2% | -40.5% | -5.7% |
| 6M | +169.6% | +27.0% | +142.6% | +250.0% |
| All | +169.6% | +28.2% | +141.4% | +250.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling