+708.5%
PH vs NSC
+299.5%
+409.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.2% |
| 7D | +6.9% | -3.5% | +10.4% | +9.6% |
| 30D | +1.7% | +3.9% | -2.3% | -1.6% |
| 3M | -8.1% | -0.8% | -7.4% | -8.2% |
| 6M | +11.5% | +7.1% | +4.4% | +4.6% |
| YTD | +11.4% | +16.4% | -5.1% | -2.2% |
| 1Y | +14.1% | +16.9% | -2.8% | -0.2% |
| 3Y | +138.2% | +78.4% | +59.9% | +46.2% |
| 5Y | +216.0% | +33.1% | +182.9% | +138.5% |
| All | +708.5% | +299.5% | +409.0% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling