+3,309.4%
PEP vs NSC
+5,789.6%
-2,480.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +1.1% | -3.5% | +4.6% | +1.9% |
| 30D | +13.6% | +3.9% | +9.7% | +12.6% |
| 3M | +5.1% | -0.8% | +5.9% | +5.3% |
| 6M | -1.6% | +7.1% | -8.7% | -3.3% |
| YTD | +3.3% | +16.4% | -13.1% | -0.5% |
| 1Y | +3.2% | +16.9% | -13.7% | -0.7% |
| 3Y | -3.9% | +78.4% | -82.3% | -17.0% |
| 5Y | +4.0% | +33.1% | -29.1% | -5.0% |
| 10Y | +90.1% | +299.9% | -209.7% | +33.7% |
| All | +3,309.4% | +5,789.6% | -2,480.2% | +783.3% |
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 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