+90.1%
PEP vs NWSA
+153.1%
-63.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +1.1% | -12.2% | +13.3% | +3.2% |
| 30D | +13.6% | -8.7% | +22.3% | +15.2% |
| 3M | +5.1% | -6.0% | +11.1% | +6.0% |
| 6M | -1.6% | -0.3% | -1.3% | -2.0% |
| YTD | +3.3% | +3.5% | -0.1% | +1.9% |
| 1Y | +3.2% | +0.8% | +2.5% | +2.3% |
| 3Y | -3.9% | +31.1% | -35.0% | -10.9% |
| 5Y | +4.0% | +18.8% | -14.7% | -3.2% |
| 10Y | +90.1% | +147.9% | -57.7% | +39.0% |
| All | +90.1% | +153.1% | -63.0% | +39.0% |
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 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