+23.4%
NSC vs PL
-0.6%
+24.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.3% | +0.9% |
| 7D | +1.8% | -11.7% | +13.5% | +1.8% |
| 30D | +8.8% | -27.1% | +36.0% | +8.8% |
| 3M | +1.2% | -44.6% | +45.8% | +1.1% |
| 6M | +11.3% | -67.2% | +78.5% | +11.2% |
| YTD | +20.7% | -35.9% | +56.6% | +20.3% |
| 1Y | +23.4% | -0.4% | +23.8% | +22.4% |
| All | +23.4% | -0.6% | +24.0% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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