+74.6%
NSC vs PEGA
+49.4%
+25.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -5.5% | +3.3% | -8.8% | -5.7% |
| 30D | -3.2% | +17.7% | -21.0% | -4.2% |
| 3M | +7.7% | +5.8% | +1.9% | +7.1% |
| 6M | +4.5% | -20.3% | +24.8% | +5.9% |
| YTD | +15.6% | -37.1% | +52.7% | +19.2% |
| 1Y | +19.8% | -30.2% | +50.0% | +22.0% |
| All | +74.6% | +49.4% | +25.2% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling