+47.4%
NSC vs PCOR
-43.0%
+90.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.1% |
| 7D | -5.5% | -9.0% | +3.4% | -4.3% |
| 30D | -3.2% | +4.2% | -7.4% | -3.9% |
| 3M | +7.7% | +14.4% | -6.7% | +5.2% |
| 6M | +4.5% | +0.2% | +4.3% | +3.3% |
| YTD | +15.6% | -20.3% | +35.8% | +18.2% |
| 1Y | +19.8% | -16.1% | +36.0% | +20.9% |
| 3Y | +70.1% | -14.7% | +84.8% | +67.4% |
| All | +47.4% | -43.0% | +90.5% | +43.0% |
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