+23.4%
NSC vs PSLV
+7.9%
+15.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.0% | -5.1% | +1.0% |
| 7D | +1.8% | -2.6% | +4.4% | +1.7% |
| 30D | +8.8% | -14.2% | +23.0% | +8.6% |
| 3M | +1.2% | -12.2% | +13.5% | +1.2% |
| 6M | +11.3% | -28.1% | +39.4% | +11.0% |
| YTD | +20.7% | -28.2% | +48.9% | +20.7% |
| 1Y | +23.4% | +9.1% | +14.3% | +24.1% |
| All | +23.4% | +7.9% | +15.5% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling