+309.6%
NSC vs PR
+66.0%
+243.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.0% |
| 7D | -6.6% | -16.4% | +9.8% | -5.4% |
| 30D | +2.2% | -1.9% | +4.0% | +2.2% |
| 3M | -6.2% | +8.0% | -14.2% | -6.9% |
| 6M | +1.7% | +4.1% | -2.4% | +1.1% |
| YTD | +12.2% | +58.7% | -46.5% | +7.7% |
| 1Y | +15.4% | +75.8% | -60.4% | +9.9% |
| 3Y | +73.3% | +73.2% | +0.2% | +64.0% |
| 5Y | +24.7% | +230.1% | -205.5% | +10.9% |
| All | +309.6% | +66.0% | +243.6% | +307.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling