+272.5%
PM vs NSC
+296.2%
-23.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.7% |
| 7D | +0.5% | +2.5% | -1.9% | -0.2% |
| 30D | -3.2% | +1.7% | -4.9% | -3.7% |
| 3M | +6.2% | -2.6% | +8.8% | +7.0% |
| 6M | +7.7% | +6.4% | +1.2% | +5.3% |
| YTD | +27.3% | +15.5% | +11.8% | +21.1% |
| 1Y | +32.8% | +17.6% | +15.2% | +25.7% |
| 3Y | +150.0% | +75.0% | +75.0% | +101.7% |
| 5Y | +164.2% | +32.2% | +132.1% | +131.2% |
| All | +272.5% | +296.2% | -23.8% | +147.7% |
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