+361.6%
PSX vs NSC
+296.2%
+65.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.7% |
| 7D | +7.8% | +2.5% | +5.3% | +6.3% |
| 30D | -10.9% | +1.7% | -12.6% | -12.0% |
| 3M | +14.5% | -2.6% | +17.0% | +15.8% |
| 6M | +56.1% | +6.4% | +49.7% | +49.0% |
| YTD | +109.6% | +15.5% | +94.1% | +88.7% |
| 1Y | +95.5% | +17.6% | +77.9% | +74.1% |
| 3Y | +156.2% | +75.0% | +81.2% | +74.7% |
| 5Y | +310.0% | +32.2% | +277.8% | +223.6% |
| All | +361.6% | +296.2% | +65.4% | +118.4% |
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