+34.3%
NSC vs PENG
+66.2%
-31.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +1.6% | +34.6% | -33.0% | -0.9% |
| 30D | +4.2% | -35.9% | +40.1% | +7.3% |
| 3M | -0.2% | -14.7% | +14.5% | -0.3% |
| 6M | +7.6% | +13.5% | -6.0% | +1.5% |
| YTD | +17.4% | +156.1% | -138.8% | -0.7% |
| 1Y | +18.3% | +141.3% | -123.0% | +0.6% |
| 3Y | +79.8% | +223.4% | -143.6% | +39.9% |
| 5Y | +34.3% | +67.4% | -33.1% | +3.2% |
| All | +34.3% | +66.2% | -31.8% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 5y: compounded portfolio wealth divided by compounded PENG 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…
5y analysis · Full analysis span regression · 6 months rolling