+669.7%
PENG vs NWSA
+155.0%
+514.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +7.5% |
| 7D | +4.5% | -1.9% | +6.4% | +5.7% |
| 30D | -7.1% | +4.6% | -11.7% | -10.0% |
| 3M | -27.3% | +13.2% | -40.5% | -35.0% |
| 6M | +169.6% | +27.0% | +142.6% | +120.7% |
| YTD | +164.6% | +16.8% | +147.8% | +128.1% |
| 1Y | +109.5% | +4.5% | +105.0% | +94.3% |
| 3Y | +98.9% | +46.2% | +52.7% | +47.1% |
| 5Y | +116.3% | +40.9% | +75.3% | +60.0% |
| All | +669.7% | +155.0% | +514.6% | +290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling