+5,605.4%
NSC vs PNR
+3,652.8%
+1,952.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -5.5% | -2.4% | -3.1% | -4.6% |
| 30D | -3.2% | -12.8% | +9.6% | +1.9% |
| 3M | +7.7% | -17.0% | +24.7% | +14.4% |
| 6M | +4.5% | -37.4% | +41.9% | +23.5% |
| YTD | +15.6% | -41.6% | +57.2% | +39.7% |
| 1Y | +19.8% | -44.6% | +64.5% | +47.7% |
| 3Y | +70.1% | -12.1% | +82.2% | +72.4% |
| 5Y | +46.1% | -17.4% | +63.5% | +48.5% |
| 10Y | +328.1% | +64.0% | +264.1% | +228.0% |
| All | +5,605.4% | +3,652.8% | +1,952.5% | +2,139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling