+28.3%
NSC vs PL
+11.6%
+16.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -10.1% | +5.8% | -3.8% |
| 7D | -3.8% | -20.5% | +16.8% | -2.6% |
| 30D | +4.1% | -38.8% | +42.9% | +6.7% |
| 3M | -3.3% | -49.1% | +45.9% | 0.0% |
| 6M | +5.9% | -69.4% | +75.2% | +11.7% |
| YTD | +15.5% | -42.3% | +57.8% | +15.8% |
| 1Y | +19.3% | -14.2% | +33.5% | +15.8% |
| 3Y | +79.0% | +398.7% | -319.6% | +42.6% |
| 5Y | +28.3% | +11.1% | +17.2% | +7.2% |
| All | +28.3% | +11.6% | +16.7% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling