+159.0%
PM vs NSC
+28.0%
+131.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.4% |
| 7D | -6.6% | -3.4% | -3.2% | -5.9% |
| 30D | -3.4% | +3.6% | -7.1% | -4.1% |
| 3M | +5.3% | -1.4% | +6.7% | +5.6% |
| 6M | +15.5% | +6.0% | +9.6% | +14.0% |
| YTD | +24.3% | +15.5% | +8.8% | +20.4% |
| 1Y | +29.7% | +16.2% | +13.5% | +25.6% |
| 3Y | +144.9% | +76.9% | +68.0% | +109.9% |
| 5Y | +159.0% | +29.3% | +129.7% | +131.3% |
| All | +159.0% | +28.0% | +131.0% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling