+321.5%
NSC vs PR
+62.9%
+258.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.5% | -4.0% |
| 7D | -3.8% | -16.5% | +12.8% | -2.5% |
| 30D | +4.1% | -4.5% | +8.6% | +4.4% |
| 3M | -3.3% | +8.5% | -11.8% | -4.0% |
| 6M | +5.9% | -3.3% | +9.2% | +5.8% |
| YTD | +15.5% | +55.7% | -40.2% | +11.0% |
| 1Y | +19.3% | +82.0% | -62.7% | +13.3% |
| 3Y | +79.0% | +62.5% | +16.6% | +70.2% |
| 5Y | +28.3% | +223.9% | -195.6% | +14.3% |
| All | +321.5% | +62.9% | +258.6% | +319.8% |
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