+31.2%
NSC vs PL
+84.9%
-53.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -5.5% | -9.3% | +3.8% | -5.0% |
| 30D | -3.2% | -18.9% | +15.7% | -2.2% |
| 3M | +7.7% | -58.4% | +66.0% | +12.3% |
| 6M | +4.5% | -30.3% | +34.8% | +4.8% |
| YTD | +15.6% | -8.1% | +23.7% | +13.2% |
| 1Y | +19.8% | +180.5% | -160.7% | +6.8% |
| 3Y | +70.1% | +444.1% | -374.0% | +35.3% |
| 5Y | +46.1% | +83.0% | -36.9% | +18.4% |
| All | +31.2% | +84.9% | -53.7% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling