+32.0%
NSC vs PR
+247.9%
-215.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -3.4% | -9.5% | +6.1% | -2.0% |
| 30D | +3.6% | -5.7% | +9.3% | +4.3% |
| 3M | -1.4% | +3.0% | -4.4% | -2.2% |
| 6M | +6.0% | +11.8% | -5.9% | +3.4% |
| YTD | +15.5% | +58.5% | -43.0% | +5.9% |
| 1Y | +16.2% | +69.9% | -53.7% | +5.3% |
| 3Y | +76.9% | +84.9% | -8.0% | +55.4% |
| All | +32.0% | +247.9% | -215.8% | +3.0% |
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