+302.5%
NSC vs PTC
+326.2%
-23.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -5.4% | +0.8% | -6.2% | -5.6% |
| 30D | +2.9% | +0.7% | +2.2% | +2.7% |
| 3M | -2.2% | +32.6% | -34.8% | -11.7% |
| 6M | +5.3% | +33.6% | -28.3% | -6.1% |
| YTD | +14.8% | +12.4% | +2.3% | +7.8% |
| 1Y | +16.6% | +11.2% | +5.3% | +9.8% |
| 3Y | +78.6% | +31.7% | +46.9% | +54.6% |
| 5Y | +27.2% | +60.1% | -32.9% | 0.0% |
| 10Y | +302.5% | +317.2% | -14.7% | +98.9% |
| All | +302.5% | +326.2% | -23.6% | +98.9% |
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