+213.6%
PH vs NSC
+28.0%
+185.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.5% |
| 7D | +2.1% | -3.4% | +5.6% | +4.1% |
| 30D | +0.3% | +3.6% | -3.3% | -2.2% |
| 3M | -8.8% | -1.4% | -7.4% | -8.5% |
| 6M | +10.0% | +6.0% | +4.1% | +5.1% |
| YTD | +10.5% | +15.5% | -5.0% | -0.3% |
| 1Y | +15.5% | +16.2% | -0.7% | +3.9% |
| 3Y | +136.4% | +76.9% | +59.4% | +58.1% |
| 5Y | +213.6% | +29.3% | +184.3% | +146.7% |
| All | +213.6% | +28.0% | +185.6% | +146.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling