+5,601.7%
NSC vs PTC
+8,796.0%
-3,194.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | +4.1% | +0.8% | +3.3% | +4.0% |
| 3M | -3.3% | +39.6% | -42.8% | -9.3% |
| 6M | +5.9% | +41.5% | -35.6% | -1.4% |
| YTD | +15.5% | +11.7% | +3.8% | +11.4% |
| 1Y | +19.3% | +2.4% | +16.9% | +16.6% |
| 3Y | +79.0% | +31.9% | +47.1% | +67.0% |
| 5Y | +28.3% | +54.5% | -26.2% | +15.6% |
| 10Y | +336.8% | +342.1% | -5.2% | +230.4% |
| All | +5,601.7% | +8,796.0% | -3,194.3% | +1,976.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling