+162.2%
PEP vs NWSA
+99.5%
+62.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +1.0% | -10.5% | +11.5% | +2.8% |
| 30D | +12.6% | -8.8% | +21.4% | +14.2% |
| 3M | +3.1% | -6.5% | +9.7% | +4.1% |
| 6M | -6.3% | -1.3% | -4.9% | -6.5% |
| YTD | +1.9% | +2.5% | -0.6% | +0.7% |
| 1Y | +3.3% | +0.2% | +3.1% | +2.4% |
| 3Y | -4.8% | +27.6% | -32.5% | -10.9% |
| 5Y | +2.0% | +17.0% | -14.9% | -4.5% |
| 10Y | +80.3% | +148.3% | -68.0% | +34.3% |
| All | +162.2% | +99.5% | +62.7% | +102.8% |
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