+125.1%
PM vs NSC
+46.6%
+78.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -1.3% | -1.5% | +0.2% | -1.0% |
| 30D | -2.6% | -1.9% | -0.6% | -2.2% |
| 3M | +5.8% | +6.2% | -0.4% | +4.3% |
| 6M | +10.6% | +9.2% | +1.4% | +8.3% |
| YTD | +17.2% | +15.0% | +2.1% | +13.5% |
| 1Y | +17.6% | +21.1% | -3.4% | +12.7% |
| 3Y | +124.3% | +78.6% | +45.7% | +90.6% |
| 5Y | +125.1% | +45.9% | +79.2% | +87.5% |
| All | +125.1% | +46.6% | +78.5% | +87.5% |
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