+24,016.6%
PH vs NSC
+5,789.6%
+18,227.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +6.9% | -3.5% | +10.4% | +8.8% |
| 30D | +1.7% | +3.9% | -2.3% | -0.6% |
| 3M | -8.1% | -0.8% | -7.4% | -8.1% |
| 6M | +11.5% | +7.1% | +4.4% | +6.7% |
| YTD | +11.4% | +16.4% | -5.1% | +2.0% |
| 1Y | +14.1% | +16.9% | -2.8% | +4.2% |
| 3Y | +138.2% | +78.4% | +59.9% | +73.1% |
| 5Y | +216.0% | +33.1% | +182.9% | +164.9% |
| 10Y | +710.0% | +299.9% | +410.1% | +308.4% |
| All | +24,016.6% | +5,789.6% | +18,227.0% | +3,334.0% |
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