+28.3%
NSC vs PENG
+31.0%
-2.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -23.0% | +18.7% | -2.4% |
| 7D | -3.8% | -36.7% | +32.9% | -0.5% |
| 30D | +4.1% | -42.0% | +46.1% | +7.9% |
| 3M | -3.3% | -33.2% | +29.9% | -1.3% |
| 6M | +5.9% | +2.1% | +3.8% | +0.1% |
| YTD | +15.5% | +90.3% | -74.8% | +0.3% |
| 1Y | +19.3% | +67.7% | -48.3% | +5.1% |
| 3Y | +79.0% | +154.2% | -75.2% | +42.0% |
| 5Y | +28.3% | +28.3% | 0.0% | +1.3% |
| All | +28.3% | +31.0% | -2.7% | +1.3% |
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