+260.1%
NSC vs PENG
+705.8%
-445.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.1% | +10.0% | +2.0% |
| 7D | +1.8% | -20.5% | +22.3% | +4.3% |
| 30D | +8.8% | -20.4% | +29.2% | +10.7% |
| 3M | +1.2% | -16.4% | +17.6% | +1.8% |
| 6M | +11.3% | +49.2% | -37.9% | -0.2% |
| YTD | +20.7% | +147.2% | -126.5% | -0.4% |
| 1Y | +23.4% | +124.7% | -101.3% | +2.9% |
| 3Y | +87.1% | +230.3% | -143.1% | +40.1% |
| 5Y | +33.8% | +71.4% | -37.6% | +4.5% |
| All | +260.1% | +705.8% | -445.7% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling