+5,605.4%
NSC vs PPG
+2,762.5%
+2,842.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.4% |
| 7D | -5.5% | -1.5% | -4.0% | -4.7% |
| 30D | -3.2% | -5.0% | +1.7% | -0.6% |
| 3M | +7.7% | +1.1% | +6.5% | +6.1% |
| 6M | +4.5% | -3.2% | +7.7% | +4.4% |
| YTD | +15.6% | +11.9% | +3.7% | +6.2% |
| 1Y | +19.8% | +5.3% | +14.5% | +13.3% |
| 3Y | +70.1% | -15.0% | +85.1% | +78.7% |
| 5Y | +46.1% | -19.6% | +65.7% | +53.3% |
| 10Y | +328.1% | +27.0% | +301.0% | +236.3% |
| All | +5,605.4% | +2,762.5% | +2,842.9% | +980.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling