-12.5%
PEP vs NSC
+77.9%
-90.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | +0.7% | -1.9% | +2.6% | +1.0% |
| 3M | -0.5% | +6.2% | -6.8% | -1.8% |
| 6M | -11.3% | +9.2% | -20.5% | -13.0% |
| YTD | -0.6% | +15.0% | -15.6% | -3.5% |
| 1Y | +1.7% | +21.1% | -19.4% | -2.4% |
| 3Y | -12.5% | +78.6% | -91.1% | -24.9% |
| All | -12.5% | +77.9% | -90.4% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling