+400.4%
NSC vs PR
+169.5%
+231.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -5.5% | +2.9% | -8.4% | -5.7% |
| 30D | -3.2% | +18.0% | -21.3% | -4.5% |
| 3M | +7.7% | +16.9% | -9.2% | +6.2% |
| 6M | +4.5% | +28.2% | -23.7% | +2.2% |
| YTD | +15.6% | +69.3% | -53.8% | +10.5% |
| 1Y | +19.8% | +69.5% | -49.7% | +14.5% |
| 3Y | +70.1% | +81.7% | -11.6% | +60.5% |
| 5Y | +46.1% | +422.2% | -376.1% | +26.4% |
| 10Y | +328.1% | +110.4% | +217.7% | +319.6% |
| All | +400.4% | +169.5% | +231.0% | +388.4% |
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