+1,112.1%
PSX vs NSC
+588.1%
+524.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | +4.5% | -5.5% | +10.1% | +7.7% |
| 30D | +26.6% | -3.2% | +29.8% | +28.7% |
| 3M | +39.3% | +7.7% | +31.6% | +33.1% |
| 6M | +56.8% | +4.5% | +52.3% | +51.0% |
| YTD | +101.8% | +15.6% | +86.3% | +83.4% |
| 1Y | +99.6% | +19.8% | +79.8% | +77.6% |
| 3Y | +140.3% | +70.1% | +70.2% | +71.7% |
| 5Y | +339.3% | +46.1% | +293.2% | +233.3% |
| 10Y | +369.9% | +328.1% | +41.8% | +108.3% |
| All | +1,112.1% | +588.1% | +524.0% | +329.0% |
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