+376.3%
PSX vs NSC
+336.2%
+40.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.5% | -1.4% | +2.9% | +2.3% |
| 30D | +15.8% | -3.4% | +19.2% | +18.0% |
| 3M | +43.0% | +5.1% | +37.9% | +38.3% |
| 6M | +61.1% | +9.2% | +51.9% | +50.6% |
| YTD | +104.5% | +13.4% | +91.1% | +86.6% |
| 1Y | +102.5% | +20.8% | +81.7% | +77.6% |
| 3Y | +133.5% | +76.1% | +57.4% | +58.5% |
| 5Y | +367.0% | +45.3% | +321.7% | +245.3% |
| All | +376.3% | +336.2% | +40.2% | +113.1% |
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