+47.4%
NSC vs PR
+433.6%
-386.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | -5.5% | +2.9% | -8.4% | -5.9% |
| 30D | -3.2% | +18.0% | -21.3% | -5.7% |
| 3M | +7.7% | +16.9% | -9.2% | +4.9% |
| 6M | +4.5% | +28.2% | -23.7% | 0.0% |
| YTD | +15.6% | +69.3% | -53.8% | +5.7% |
| 1Y | +19.8% | +69.5% | -49.7% | +9.3% |
| 3Y | +70.1% | +81.7% | -11.6% | +50.8% |
| All | +47.4% | +433.6% | -386.2% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling