+763.1%
PM vs NSC
+881.7%
-118.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -4.9% | -5.5% | +0.6% | -3.3% |
| 30D | -3.4% | -3.2% | -0.2% | -2.5% |
| 3M | +5.2% | +7.7% | -2.5% | +2.7% |
| 6M | +3.7% | +4.5% | -0.8% | +2.0% |
| YTD | +15.8% | +15.6% | +0.2% | +10.4% |
| 1Y | +17.4% | +19.8% | -2.5% | +10.6% |
| 3Y | +116.9% | +70.1% | +46.8% | +79.3% |
| 5Y | +117.3% | +46.1% | +71.2% | +85.5% |
| 10Y | +193.8% | +328.1% | -134.3% | +74.8% |
| All | +763.1% | +881.7% | -118.6% | +288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling