+27.9%
NSC vs PL
+28.1%
-0.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.4% | -12.8% | -3.0% |
| 7D | -6.2% | -6.8% | +0.6% | -6.0% |
| 30D | +2.6% | -29.3% | +31.9% | +4.3% |
| 3M | -5.8% | -44.8% | +38.9% | -3.1% |
| 6M | +2.1% | -68.4% | +70.5% | +7.6% |
| YTD | +12.7% | -36.4% | +49.0% | +12.3% |
| 1Y | +15.9% | +0.7% | +15.2% | +11.3% |
| 3Y | +74.0% | +455.3% | -381.3% | +37.7% |
| 5Y | +25.2% | +22.7% | +2.5% | +4.1% |
| All | +27.9% | +28.1% | -0.2% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling