+309.6%
NSC vs PEGA
+101.4%
+208.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -2.2% |
| 7D | -6.6% | -4.5% | -2.1% | -5.8% |
| 30D | +2.2% | -5.7% | +7.8% | +3.1% |
| 3M | -6.2% | +2.6% | -8.8% | -7.1% |
| 6M | +1.7% | -10.6% | +12.3% | +2.6% |
| YTD | +12.2% | -45.5% | +57.7% | +23.2% |
| 1Y | +15.4% | -44.8% | +60.2% | +26.1% |
| 3Y | +73.3% | +45.5% | +27.8% | +40.5% |
| 5Y | +24.7% | -45.3% | +70.0% | +29.9% |
| All | +309.6% | +101.4% | +208.2% | +173.0% |
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