+298.3%
NSC vs PEGA
+92.7%
+205.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.4% |
| 7D | -3.4% | -8.2% | +4.8% | -1.9% |
| 30D | +3.6% | -11.6% | +15.2% | +5.8% |
| 3M | -1.4% | -4.2% | +2.8% | -1.1% |
| 6M | +6.0% | -12.0% | +17.9% | +7.1% |
| YTD | +15.5% | -46.9% | +62.4% | +27.4% |
| 1Y | +16.2% | -47.0% | +63.2% | +28.0% |
| 3Y | +76.9% | +40.9% | +36.1% | +44.4% |
| 5Y | +29.3% | -45.4% | +74.7% | +34.0% |
| 10Y | +298.3% | +95.9% | +202.4% | +165.8% |
| All | +298.3% | +92.7% | +205.6% | +165.8% |
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