+166.0%
PEP vs NWSA
+101.5%
+64.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +1.1% | -12.2% | +13.3% | +3.2% |
| 30D | +13.6% | -8.7% | +22.3% | +15.2% |
| 3M | +5.1% | -6.0% | +11.1% | +6.0% |
| 6M | -1.6% | -0.3% | -1.3% | -2.0% |
| YTD | +3.3% | +3.5% | -0.1% | +2.0% |
| 1Y | +3.2% | +0.8% | +2.5% | +2.3% |
| 3Y | -3.9% | +31.1% | -35.0% | -10.5% |
| 5Y | +4.0% | +18.8% | -14.7% | -2.9% |
| 10Y | +90.1% | +147.9% | -57.7% | +41.6% |
| All | +166.0% | +101.5% | +64.6% | +105.4% |
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