+19.8%
NSC vs PCOR
-14.7%
+34.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.5% |
| 7D | -5.5% | -9.0% | +3.4% | -5.6% |
| 30D | -3.2% | +4.2% | -7.4% | -3.1% |
| 3M | +7.7% | +14.4% | -6.7% | +7.9% |
| 6M | +4.5% | +0.2% | +4.3% | +4.6% |
| YTD | +15.6% | -20.3% | +35.8% | +17.4% |
| 1Y | +19.8% | -16.1% | +36.0% | +21.4% |
| All | +19.8% | -14.7% | +34.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling