+3.9%
PEP vs NWSA
+40.6%
-36.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +0.1% | -2.6% | +2.7% | +0.4% |
| 30D | +0.7% | +4.6% | -3.9% | +0.2% |
| 3M | -0.5% | +10.2% | -10.7% | -1.6% |
| 6M | -11.3% | +21.6% | -32.9% | -13.1% |
| YTD | -0.6% | +14.6% | -15.2% | -2.1% |
| 1Y | +1.7% | +0.4% | +1.3% | +1.5% |
| 3Y | -12.5% | +45.0% | -57.5% | -17.2% |
| 5Y | +3.9% | +41.3% | -37.4% | -3.2% |
| All | +3.9% | +40.6% | -36.8% | -3.2% |
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