+284.9%
NSC vs PEGA
+97.3%
+187.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +1.7% | -4.1% | +5.8% | +2.3% |
| 3M | -2.6% | -2.8% | +0.3% | -2.4% |
| 6M | +6.4% | -0.4% | +6.9% | +5.1% |
| YTD | +15.5% | -45.4% | +60.9% | +26.7% |
| 1Y | +17.6% | -42.6% | +60.2% | +27.5% |
| 3Y | +75.0% | +45.4% | +29.6% | +41.8% |
| 5Y | +32.2% | -44.6% | +76.8% | +37.1% |
| All | +284.9% | +97.3% | +187.5% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling