+668.6%
NSC vs PSLV
+57.8%
+610.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.4% |
| 7D | +2.5% | -6.3% | +8.8% | +3.0% |
| 30D | +1.7% | -12.7% | +14.4% | +2.7% |
| 3M | -2.6% | -24.7% | +22.2% | -0.5% |
| 6M | +6.4% | -44.6% | +51.0% | +11.3% |
| YTD | +15.5% | -33.3% | +48.8% | +16.7% |
| 1Y | +17.6% | -8.6% | +26.2% | +14.6% |
| 3Y | +75.0% | +108.2% | -33.2% | +54.5% |
| 5Y | +32.2% | +79.1% | -46.9% | +17.7% |
| 10Y | +296.6% | +137.7% | +159.0% | +237.3% |
| All | +668.6% | +57.8% | +610.8% | +526.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling