+295.3%
NSC vs PTC
+324.4%
-29.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | +2.6% | +0.8% | +1.8% | +2.4% |
| 3M | -5.8% | +32.1% | -37.9% | -14.9% |
| 6M | +2.1% | +42.6% | -40.5% | -11.1% |
| YTD | +12.7% | +12.0% | +0.7% | +5.9% |
| 1Y | +15.9% | +12.2% | +3.7% | +8.8% |
| 3Y | +74.0% | +31.2% | +42.8% | +50.8% |
| 5Y | +25.2% | +54.9% | -29.7% | -0.4% |
| All | +295.3% | +324.4% | -29.2% | +95.5% |
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