+1.6%
PG vs NSC
+73.4%
-71.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -0.8% | -2.8% | +2.0% | -0.4% |
| 30D | +0.8% | -4.5% | +5.3% | +1.5% |
| 3M | -1.3% | +3.5% | -4.9% | -2.0% |
| 6M | -3.8% | +8.5% | -12.3% | -5.1% |
| YTD | +3.6% | +12.3% | -8.7% | +1.7% |
| 1Y | -5.7% | +18.9% | -24.7% | -8.1% |
| 3Y | +1.6% | +74.1% | -72.6% | -6.7% |
| All | +1.6% | +73.4% | -71.8% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling