+2.0%
PEP vs NWSA
+15.5%
-13.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +1.0% | -10.5% | +11.5% | +2.1% |
| 30D | +12.6% | -8.8% | +21.4% | +13.5% |
| 3M | +3.1% | -6.5% | +9.7% | +3.7% |
| 6M | -6.3% | -1.3% | -4.9% | -6.4% |
| YTD | +1.9% | +2.5% | -0.6% | +1.3% |
| 1Y | +3.3% | +0.2% | +3.1% | +3.0% |
| 3Y | -4.8% | +27.6% | -32.5% | -8.8% |
| 5Y | +2.0% | +17.0% | -14.9% | -2.2% |
| All | +2.0% | +15.5% | -13.5% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling