+28.3%
NSC vs PCOR
-22.6%
+50.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -3.8% | +23.7% | -27.5% | -6.7% |
| 30D | +4.1% | +39.0% | -34.9% | -0.8% |
| 3M | -3.3% | +35.8% | -39.0% | -7.8% |
| 6M | +5.9% | +38.2% | -32.4% | +0.2% |
| YTD | +15.5% | +3.9% | +11.6% | +13.5% |
| 1Y | +19.3% | +5.7% | +13.7% | +16.7% |
| 3Y | +79.0% | +44.8% | +34.3% | +63.5% |
| 5Y | +28.3% | -19.8% | +48.1% | +16.6% |
| All | +28.3% | -22.6% | +50.9% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling