+309.6%
NSC vs PTC
+334.9%
-25.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -2.9% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | +2.2% | +0.8% | +1.4% | +1.9% |
| 3M | -6.2% | +32.1% | -38.3% | -15.3% |
| 6M | +1.7% | +42.6% | -40.9% | -11.5% |
| YTD | +12.2% | +12.0% | +0.3% | +5.5% |
| 1Y | +15.4% | +12.2% | +3.3% | +8.4% |
| 3Y | +73.3% | +31.2% | +42.1% | +50.1% |
| 5Y | +24.7% | +54.9% | -30.2% | -0.8% |
| All | +309.6% | +334.9% | -25.3% | +101.9% |
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