+78.4%
NSC vs PR
+61.1%
+17.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.5% | -3.5% |
| 7D | -3.8% | -16.5% | +12.8% | -1.0% |
| 30D | +4.1% | -4.5% | +8.6% | +4.6% |
| 3M | -3.3% | +8.5% | -11.8% | -5.2% |
| 6M | +5.9% | -3.3% | +9.2% | +5.8% |
| YTD | +15.5% | +55.7% | -40.2% | +3.7% |
| 1Y | +19.3% | +82.0% | -62.7% | +3.4% |
| All | +78.4% | +61.1% | +17.2% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling