+16.9%
NSC vs PNC
+28.8%
-11.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | +3.9% | +5.8% | -1.9% | +2.3% |
| 3M | -0.8% | -7.9% | +7.1% | +1.5% |
| 6M | +7.1% | +10.0% | -2.9% | +3.2% |
| YTD | +16.4% | +14.8% | +1.6% | +9.6% |
| 1Y | +16.9% | +29.7% | -12.8% | +5.6% |
| All | +16.9% | +28.8% | -11.9% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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