+302.5%
NSC vs PEGA
+99.2%
+203.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.8% | +2.6% |
| 7D | -5.4% | -10.0% | +4.6% | -3.5% |
| 30D | +2.9% | -12.7% | +15.6% | +5.4% |
| 3M | -2.2% | -4.6% | +2.4% | -1.8% |
| 6M | +5.3% | -13.1% | +18.4% | +6.7% |
| YTD | +14.8% | -47.6% | +62.3% | +26.9% |
| 1Y | +16.6% | -47.0% | +63.6% | +28.3% |
| 3Y | +78.6% | +42.0% | +36.6% | +45.3% |
| 5Y | +27.2% | -47.8% | +75.0% | +33.8% |
| 10Y | +302.5% | +92.0% | +210.6% | +171.5% |
| All | +302.5% | +99.2% | +203.4% | +171.5% |
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