+260.9%
PM vs NSC
+303.9%
-43.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -7.1% | -3.5% | -3.5% | -6.0% |
| 30D | -2.8% | +3.9% | -6.7% | -3.9% |
| 3M | +6.3% | -0.8% | +7.1% | +6.5% |
| 6M | +9.6% | +7.1% | +2.5% | +7.1% |
| YTD | +25.6% | +16.4% | +9.2% | +19.3% |
| 1Y | +29.7% | +16.9% | +12.7% | +23.0% |
| 3Y | +147.6% | +78.4% | +69.2% | +98.7% |
| 5Y | +160.1% | +33.1% | +127.0% | +127.3% |
| 10Y | +260.9% | +299.9% | -39.0% | +145.3% |
| All | +260.9% | +303.9% | -43.0% | +145.3% |
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 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