+19.8%
NSC vs PNR
-43.1%
+62.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -5.5% | -2.4% | -3.1% | -5.1% |
| 30D | -3.2% | -12.8% | +9.6% | -0.9% |
| 3M | +7.7% | -17.0% | +24.7% | +10.8% |
| 6M | +4.5% | -37.4% | +41.9% | +15.1% |
| YTD | +15.6% | -41.6% | +57.2% | +28.4% |
| 1Y | +19.8% | -44.6% | +64.5% | +34.9% |
| All | +19.8% | -43.1% | +62.9% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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