+324.2%
NSC vs PPG
+26.9%
+297.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.2% |
| 7D | -2.8% | -6.2% | +3.5% | +0.6% |
| 30D | -4.5% | -7.9% | +3.4% | -0.2% |
| 3M | +3.5% | -10.2% | +13.8% | +8.9% |
| 6M | +8.5% | +2.7% | +5.9% | +4.9% |
| YTD | +12.3% | +4.9% | +7.5% | +6.7% |
| 1Y | +18.9% | -3.2% | +22.1% | +17.8% |
| 3Y | +74.1% | -17.0% | +91.1% | +85.5% |
| 5Y | +43.9% | -23.3% | +67.2% | +56.0% |
| All | +324.2% | +26.9% | +297.3% | +227.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling