+28.9%
NSC vs PCOR
-10.3%
+39.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.8% |
| 7D | -6.6% | +22.7% | -29.4% | -9.3% |
| 30D | +2.2% | +37.5% | -35.3% | -2.2% |
| 3M | -6.2% | +35.2% | -41.4% | -10.3% |
| 6M | +1.7% | +42.2% | -40.6% | -3.9% |
| YTD | +12.2% | +3.6% | +8.7% | +10.3% |
| 1Y | +15.4% | -4.8% | +20.2% | +15.0% |
| 3Y | +73.3% | +48.3% | +25.0% | +58.9% |
| 5Y | +24.7% | -20.1% | +44.7% | +14.7% |
| All | +28.9% | -10.3% | +39.2% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling