+2,521.4%
PWR vs NSC
+332.1%
+2,189.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.1% | +5.6% |
| 7D | +4.2% | -2.8% | +7.0% | +5.7% |
| 30D | -4.0% | -4.5% | +0.5% | -1.9% |
| 3M | -4.8% | +3.5% | -8.3% | -7.0% |
| 6M | +14.6% | +8.5% | +6.1% | +8.8% |
| YTD | +54.2% | +12.3% | +41.9% | +43.3% |
| 1Y | +67.1% | +18.9% | +48.2% | +50.3% |
| 3Y | +218.5% | +74.1% | +144.3% | +119.6% |
| 5Y | +466.3% | +43.9% | +422.4% | +325.6% |
| All | +2,521.4% | +332.1% | +2,189.4% | +879.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling