+23,761.0%
PH vs NSC
+5,745.4%
+18,015.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -3.1% | -5.5% | +2.4% | -0.2% |
| 30D | -3.2% | -3.2% | 0.0% | -1.7% |
| 3M | +10.6% | +7.7% | +2.9% | +6.2% |
| 6M | -2.1% | +4.5% | -6.7% | -4.9% |
| YTD | +10.2% | +15.6% | -5.4% | +1.6% |
| 1Y | +28.2% | +19.8% | +8.4% | +16.0% |
| 3Y | +134.9% | +70.1% | +64.8% | +75.3% |
| 5Y | +253.6% | +46.1% | +207.5% | +183.5% |
| 10Y | +804.7% | +328.1% | +476.6% | +344.2% |
| All | +23,761.0% | +5,745.4% | +18,015.6% | +3,322.4% |
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 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