+32.4%
PWR vs NSC
+24.4%
+8.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +0.9% | -12.6% | -11.7% |
| 7D | -4.4% | +1.8% | -6.1% | -4.6% |
| 30D | -15.1% | +8.8% | -23.9% | -16.0% |
| 3M | -16.2% | +1.2% | -17.5% | -16.2% |
| 6M | -23.3% | +11.3% | -34.7% | -25.3% |
| YTD | +37.6% | +20.7% | +16.9% | +33.4% |
| 1Y | +32.4% | +23.4% | +9.0% | +26.0% |
| All | +32.4% | +24.4% | +8.0% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling