+154.4%
PEP vs NWSA
+127.4%
+27.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.3% |
| 7D | -1.4% | -1.9% | +0.5% | -1.1% |
| 30D | +0.2% | +4.6% | -4.3% | -0.6% |
| 3M | -1.1% | +13.2% | -14.3% | -3.4% |
| 6M | -13.5% | +27.0% | -40.5% | -17.2% |
| YTD | -1.2% | +16.8% | -18.0% | -4.3% |
| 1Y | -1.6% | +4.5% | -6.1% | -2.9% |
| 3Y | -12.5% | +46.2% | -58.7% | -20.0% |
| 5Y | +3.0% | +40.9% | -37.9% | -6.8% |
| 10Y | +73.9% | +145.1% | -71.2% | +29.8% |
| All | +154.4% | +127.4% | +27.0% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling