+79.1%
PEP vs NWSA
+144.0%
-64.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.7% | -3.1% | +1.4% | -1.1% |
| 30D | +0.3% | +4.3% | -4.0% | -0.5% |
| 3M | -3.2% | +9.2% | -12.5% | -4.9% |
| 6M | -13.6% | +21.6% | -35.1% | -16.7% |
| YTD | -1.9% | +14.2% | -16.1% | -4.6% |
| 1Y | -0.6% | +1.8% | -2.4% | -1.5% |
| 3Y | -13.6% | +44.4% | -58.0% | -21.0% |
| 5Y | +3.2% | +41.0% | -37.7% | -7.0% |
| 10Y | +79.1% | +150.0% | -71.0% | +30.9% |
| All | +79.1% | +144.0% | -64.9% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling