+24.4%
NSC vs PTC
+55.9%
-31.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.0% |
| 3M | -6.2% | +32.1% | -38.3% | -12.1% |
| 6M | +1.7% | +42.6% | -40.9% | -7.2% |
| YTD | +12.2% | +12.0% | +0.3% | +9.3% |
| 1Y | +15.4% | +12.2% | +3.3% | +12.3% |
| 3Y | +73.3% | +31.2% | +42.1% | +56.6% |
| All | +24.4% | +55.9% | -31.6% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling