+3,159.9%
PEP vs NSC
+5,745.4%
-2,585.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.4% | -5.5% | +4.1% | -0.2% |
| 30D | +0.2% | -3.2% | +3.4% | +0.9% |
| 3M | -1.1% | +7.7% | -8.8% | -2.9% |
| 6M | -13.5% | +4.5% | -18.0% | -14.6% |
| YTD | -1.2% | +15.6% | -16.8% | -4.6% |
| 1Y | -1.6% | +19.8% | -21.4% | -5.9% |
| 3Y | -12.5% | +70.1% | -82.6% | -23.7% |
| 5Y | +3.0% | +46.1% | -43.1% | -7.9% |
| 10Y | +73.9% | +328.1% | -254.2% | +20.6% |
| All | +3,159.9% | +5,745.4% | -2,585.5% | +746.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling