+211.8%
PM vs NSC
+324.0%
-112.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -1.2% | -2.0% | +0.9% | -0.6% |
| 30D | -0.2% | -3.2% | +3.0% | +0.8% |
| 3M | +4.9% | +3.9% | +1.0% | +3.5% |
| 6M | +9.0% | +7.8% | +1.3% | +6.2% |
| YTD | +17.8% | +13.4% | +4.4% | +12.8% |
| 1Y | +16.8% | +20.3% | -3.5% | +9.7% |
| 3Y | +125.4% | +76.1% | +49.4% | +81.6% |
| 5Y | +128.7% | +45.0% | +83.7% | +93.2% |
| 10Y | +211.8% | +335.7% | -123.9% | +97.7% |
| All | +211.8% | +324.0% | -112.2% | +97.7% |
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 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