+135.3%
PSX vs NSC
+75.0%
+60.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | +1.8% | -2.0% | +3.9% | +2.7% |
| 30D | +21.6% | -3.2% | +24.8% | +23.2% |
| 3M | +46.5% | +3.9% | +42.5% | +43.4% |
| 6M | +62.0% | +7.8% | +54.2% | +54.9% |
| YTD | +106.3% | +13.4% | +92.9% | +91.9% |
| 1Y | +103.0% | +20.3% | +82.7% | +83.1% |
| All | +135.3% | +75.0% | +60.3% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling