+19.8%
NSC vs PPG
+5.2%
+14.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -5.5% | -1.5% | -4.0% | -5.2% |
| 30D | -3.2% | -5.0% | +1.7% | -2.1% |
| 3M | +7.7% | +1.1% | +6.5% | +6.9% |
| 6M | +4.5% | -3.2% | +7.7% | +4.8% |
| YTD | +15.6% | +11.9% | +3.7% | +12.2% |
| 1Y | +19.8% | +5.3% | +14.5% | +16.2% |
| All | +19.8% | +5.2% | +14.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling