+284.9%
NSC vs PTC
+312.5%
-27.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +1.7% | +1.2% | +0.5% | +1.4% |
| 3M | -2.6% | +27.4% | -29.9% | -10.9% |
| 6M | +6.4% | +39.2% | -32.8% | -6.3% |
| YTD | +15.5% | +12.5% | +3.0% | +8.4% |
| 1Y | +17.6% | +12.3% | +5.3% | +10.4% |
| 3Y | +75.0% | +28.8% | +46.1% | +52.6% |
| 5Y | +32.2% | +60.9% | -28.7% | +3.8% |
| All | +284.9% | +312.5% | -27.6% | +91.2% |
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