+329.1%
NSC vs PEGA
+191.9%
+137.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -5.5% | +3.3% | -8.8% | -6.1% |
| 30D | -3.2% | +17.7% | -21.0% | -6.3% |
| 3M | +7.7% | +5.8% | +1.9% | +5.7% |
| 6M | +4.5% | -20.3% | +24.8% | +7.8% |
| YTD | +15.6% | -37.1% | +52.7% | +23.9% |
| 1Y | +19.8% | -30.2% | +50.0% | +24.8% |
| 3Y | +70.1% | +48.1% | +22.0% | +39.4% |
| 5Y | +46.1% | -46.8% | +92.9% | +57.7% |
| All | +329.1% | +191.9% | +137.2% | +161.6% |
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