+29.3%
NSC vs PTC
+61.7%
-32.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -3.4% | +1.3% | -4.7% | -3.6% |
| 30D | +3.6% | +1.1% | +2.5% | +3.4% |
| 3M | -1.4% | +30.1% | -31.5% | -7.2% |
| 6M | +6.0% | +34.0% | -28.1% | -1.5% |
| YTD | +15.5% | +12.8% | +2.7% | +12.3% |
| 1Y | +16.2% | +10.7% | +5.5% | +13.6% |
| 3Y | +76.9% | +29.6% | +47.3% | +60.6% |
| 5Y | +29.3% | +63.5% | -34.2% | +6.7% |
| All | +29.3% | +61.7% | -32.4% | +6.7% |
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 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