+45.9%
NSC vs PNR
-17.7%
+63.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.5% |
| 7D | -1.5% | -3.0% | +1.5% | -0.4% |
| 30D | -1.9% | -14.9% | +13.0% | +4.1% |
| 3M | +6.2% | -19.0% | +25.3% | +13.8% |
| 6M | +9.2% | -35.9% | +45.1% | +28.3% |
| YTD | +15.0% | -43.1% | +58.2% | +41.5% |
| 1Y | +21.1% | -46.4% | +67.5% | +52.5% |
| 3Y | +78.6% | -10.8% | +89.4% | +76.8% |
| 5Y | +45.9% | -18.9% | +64.7% | +39.0% |
| All | +45.9% | -17.7% | +63.6% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling