+90.1%
PEP vs NSC
+303.9%
-213.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +1.1% | -3.5% | +4.6% | +2.1% |
| 30D | +13.6% | +3.9% | +9.7% | +12.3% |
| 3M | +5.1% | -0.8% | +5.9% | +5.3% |
| 6M | -1.6% | +7.1% | -8.7% | -3.9% |
| YTD | +3.3% | +16.4% | -13.1% | -1.8% |
| 1Y | +3.2% | +16.9% | -13.7% | -2.0% |
| 3Y | -3.9% | +78.4% | -82.3% | -21.8% |
| 5Y | +4.0% | +33.1% | -29.1% | -8.2% |
| 10Y | +90.1% | +299.9% | -209.7% | +29.3% |
| All | +90.1% | +303.9% | -213.7% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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