+298.3%
NSC vs PTC
+315.4%
-17.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.4% | +1.3% | -4.7% | -3.8% |
| 30D | +3.6% | +1.1% | +2.5% | +3.3% |
| 3M | -1.4% | +30.1% | -31.5% | -10.5% |
| 6M | +6.0% | +34.0% | -28.1% | -5.6% |
| YTD | +15.5% | +12.8% | +2.7% | +8.4% |
| 1Y | +16.2% | +10.7% | +5.5% | +9.7% |
| 3Y | +76.9% | +29.6% | +47.3% | +54.0% |
| 5Y | +29.3% | +63.5% | -34.2% | +0.9% |
| 10Y | +298.3% | +316.7% | -18.4% | +96.8% |
| All | +298.3% | +315.4% | -17.1% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling