+123.4%
PM vs NSC
+75.0%
+48.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -1.2% | -2.0% | +0.9% | -0.9% |
| 30D | -0.2% | -3.2% | +3.0% | +0.3% |
| 3M | +4.9% | +3.9% | +1.0% | +4.2% |
| 6M | +9.0% | +7.8% | +1.3% | +7.7% |
| YTD | +17.8% | +13.4% | +4.4% | +15.6% |
| 1Y | +16.8% | +20.3% | -3.5% | +13.8% |
| All | +123.4% | +75.0% | +48.4% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling