+74.6%
NSC vs PTC
-3.9%
+78.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.7% |
| 7D | -5.5% | -10.3% | +4.8% | -3.5% |
| 30D | -3.2% | +1.1% | -4.4% | -3.6% |
| 3M | +7.7% | +1.6% | +6.1% | +6.8% |
| 6M | +4.5% | -13.5% | +18.0% | +8.1% |
| YTD | +15.6% | -19.1% | +34.6% | +21.8% |
| 1Y | +19.8% | -33.9% | +53.7% | +34.4% |
| All | +74.6% | -3.9% | +78.5% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling