+45.0%
NSC vs PPG
-20.0%
+65.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.4% |
| 7D | -2.0% | -3.7% | +1.7% | -0.4% |
| 30D | -3.2% | -7.2% | +4.0% | 0.0% |
| 3M | +3.9% | -7.3% | +11.3% | +6.7% |
| 6M | +7.8% | +0.3% | +7.5% | +6.1% |
| YTD | +13.4% | +6.5% | +6.9% | +8.1% |
| 1Y | +20.3% | +0.5% | +19.8% | +17.5% |
| 3Y | +76.1% | -15.3% | +91.4% | +84.1% |
| 5Y | +45.0% | -22.9% | +67.9% | +56.8% |
| All | +45.0% | -20.0% | +65.0% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling