+284.9%
NSC vs PPG
+53.9%
+231.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +2.5% | +0.7% | +1.7% | +2.0% |
| 30D | +1.7% | +17.6% | -15.9% | -7.1% |
| 3M | -2.6% | +7.5% | -10.0% | -6.6% |
| 6M | +6.4% | +17.6% | -11.2% | -4.0% |
| YTD | +15.5% | +22.6% | -7.1% | +0.5% |
| 1Y | +17.6% | +28.0% | -10.4% | -0.3% |
| 3Y | +75.0% | +1.8% | +73.2% | +66.4% |
| 5Y | +32.2% | -15.5% | +47.7% | +36.8% |
| All | +284.9% | +53.9% | +231.0% | +166.1% |
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