-0.3%
PEP vs NWSA
+2.1%
-2.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -1.7% | -3.1% | +1.4% | -1.7% |
| 30D | +0.3% | +4.3% | -4.0% | +0.3% |
| 3M | -3.2% | +9.2% | -12.5% | -3.6% |
| 6M | -13.6% | +21.6% | -35.1% | -12.5% |
| YTD | -1.9% | +14.2% | -16.1% | -1.5% |
| All | -0.3% | +2.1% | -2.4% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling