+5,694.6%
NSC vs PPG
+3,030.8%
+2,663.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +2.0% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | +4.2% | +17.7% | -13.5% | -5.0% |
| 3M | -0.2% | +7.4% | -7.6% | -4.4% |
| 6M | +7.6% | +16.4% | -8.9% | -2.4% |
| YTD | +17.4% | +22.4% | -5.0% | +2.4% |
| 1Y | +18.3% | +28.6% | -10.3% | +0.3% |
| 3Y | +79.8% | +2.0% | +77.8% | +70.5% |
| 5Y | +34.3% | -15.6% | +50.0% | +37.1% |
| 10Y | +303.1% | +54.6% | +248.4% | +184.1% |
| All | +5,694.6% | +3,030.8% | +2,663.8% | +941.2% |
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 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