+1,158.7%
PSX vs NSC
+587.6%
+571.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | +7.8% | +2.5% | +5.3% | +6.4% |
| 30D | -10.9% | +1.7% | -12.6% | -11.9% |
| 3M | +14.5% | -2.6% | +17.0% | +15.7% |
| 6M | +56.1% | +6.4% | +49.7% | +49.5% |
| YTD | +109.6% | +15.5% | +94.1% | +90.1% |
| 1Y | +95.5% | +17.6% | +77.9% | +75.6% |
| 3Y | +156.2% | +75.0% | +81.2% | +80.4% |
| 5Y | +310.0% | +32.2% | +277.8% | +230.1% |
| 10Y | +368.0% | +296.6% | +71.4% | +114.5% |
| All | +1,158.7% | +587.6% | +571.1% | +344.6% |
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