+45.0%
NSC vs PSLV
+161.1%
-116.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.6% |
| 7D | -2.0% | +3.3% | -5.4% | -2.3% |
| 30D | -3.2% | +2.1% | -5.3% | -3.4% |
| 3M | +3.9% | +7.1% | -3.2% | +3.3% |
| 6M | +7.8% | -21.6% | +29.4% | +9.4% |
| YTD | +13.4% | -6.7% | +20.1% | +10.3% |
| 1Y | +20.3% | +59.3% | -39.0% | +7.1% |
| 3Y | +76.1% | +182.1% | -106.0% | +38.8% |
| 5Y | +45.0% | +162.6% | -117.6% | +11.3% |
| All | +45.0% | +161.1% | -116.1% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling