+797.8%
PH vs NSC
+332.1%
+465.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.4% |
| 7D | -1.3% | -2.8% | +1.5% | +0.8% |
| 30D | -11.0% | -4.5% | -6.5% | -8.0% |
| 3M | +5.5% | +3.5% | +2.0% | +2.3% |
| 6M | +1.5% | +8.5% | -7.1% | -5.5% |
| YTD | +8.8% | +12.3% | -3.6% | -1.5% |
| 1Y | +24.5% | +18.9% | +5.5% | +7.9% |
| 3Y | +141.2% | +74.1% | +67.0% | +51.0% |
| 5Y | +256.3% | +43.9% | +212.4% | +152.1% |
| All | +797.8% | +332.1% | +465.8% | +206.4% |
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