+306.9%
PSX vs NSC
+34.1%
+272.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +6.4% | +1.6% | +4.8% | +5.7% |
| 30D | -10.2% | +4.2% | -14.4% | -11.9% |
| 3M | +17.2% | -0.2% | +17.4% | +17.0% |
| 6M | +51.8% | +7.6% | +44.2% | +45.9% |
| YTD | +108.0% | +17.4% | +90.6% | +90.6% |
| 1Y | +96.1% | +18.3% | +77.8% | +79.1% |
| 3Y | +155.9% | +79.8% | +76.0% | +90.1% |
| 5Y | +306.9% | +34.3% | +272.6% | +213.2% |
| All | +306.9% | +34.1% | +272.8% | +213.2% |
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