+1,632.9%
PBR vs NSC
+2,968.7%
-1,335.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | +2.5% | -1.5% | +4.0% | +3.4% |
| 30D | +19.4% | -1.9% | +21.3% | +20.5% |
| 3M | +20.8% | +6.2% | +14.6% | +15.9% |
| 6M | +23.5% | +9.2% | +14.3% | +15.7% |
| YTD | +83.4% | +15.0% | +68.4% | +65.8% |
| 1Y | +77.6% | +21.1% | +56.5% | +55.5% |
| 3Y | +99.9% | +78.6% | +21.3% | +31.6% |
| 5Y | +567.7% | +45.9% | +521.8% | +376.0% |
| 10Y | +621.5% | +326.9% | +294.7% | +168.0% |
| All | +1,632.9% | +2,968.7% | -1,335.8% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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