+422.7%
NSC vs PR
+160.5%
+262.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.5% | +1.4% |
| 7D | +1.8% | -12.1% | +13.9% | +2.8% |
| 30D | +8.8% | +0.9% | +7.9% | +8.7% |
| 3M | +1.2% | +10.1% | -8.9% | +0.3% |
| 6M | +11.3% | +1.1% | +10.2% | +10.9% |
| YTD | +20.7% | +63.7% | -42.9% | +15.6% |
| 1Y | +23.4% | +87.0% | -63.6% | +16.9% |
| 3Y | +87.1% | +70.7% | +16.4% | +77.3% |
| 5Y | +33.8% | +246.8% | -213.0% | +18.7% |
| 10Y | +356.6% | +72.6% | +284.0% | +345.8% |
| All | +422.7% | +160.5% | +262.3% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling