+23,646.7%
PH vs NSC
+5,836.8%
+17,809.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | +7.4% | +1.6% | +5.7% | +6.4% |
| 30D | +0.5% | +4.2% | -3.7% | -1.9% |
| 3M | -10.2% | -0.2% | -10.0% | -10.5% |
| 6M | +8.9% | +7.6% | +1.4% | +4.1% |
| YTD | +9.7% | +17.4% | -7.7% | 0.0% |
| 1Y | +12.8% | +18.3% | -5.5% | +2.4% |
| 3Y | +134.6% | +79.8% | +54.8% | +69.8% |
| 5Y | +204.5% | +34.3% | +170.2% | +154.1% |
| 10Y | +697.5% | +303.1% | +394.5% | +300.5% |
| All | +23,646.7% | +5,836.8% | +17,809.9% | +3,267.3% |
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