+5,694.6%
NSC vs PNC
+3,886.7%
+1,807.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.6% | +1.9% | -0.3% | +0.9% |
| 30D | +4.2% | +6.2% | -2.0% | +1.9% |
| 3M | -0.2% | -8.7% | +8.5% | +3.1% |
| 6M | +7.6% | +9.2% | -1.7% | +3.8% |
| YTD | +17.4% | +14.3% | +3.0% | +11.0% |
| 1Y | +18.3% | +27.7% | -9.4% | +7.3% |
| 3Y | +79.8% | +113.5% | -33.7% | +33.9% |
| 5Y | +34.3% | +36.7% | -2.4% | +15.7% |
| 10Y | +303.1% | +203.4% | +99.6% | +156.4% |
| All | +5,694.6% | +3,886.7% | +1,807.9% | +1,402.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling