+669.1%
NSC vs PSLV
+117.0%
+552.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -5.5% | -0.6% | -4.9% | -5.5% |
| 30D | -3.2% | +7.3% | -10.5% | -3.8% |
| 3M | +7.7% | -7.4% | +15.1% | +8.1% |
| 6M | +4.5% | -20.3% | +24.8% | +6.0% |
| YTD | +15.6% | -8.2% | +23.8% | +13.9% |
| 1Y | +19.8% | +57.9% | -38.1% | +11.0% |
| 3Y | +70.1% | +162.1% | -92.0% | +47.9% |
| 5Y | +46.1% | +151.2% | -105.0% | +26.7% |
| 10Y | +328.1% | +191.7% | +136.4% | +257.8% |
| All | +669.1% | +117.0% | +552.1% | +512.1% |
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 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