+438.6%
PWR vs NSC
+44.4%
+394.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.2% | -1.4% | +1.2% | +0.3% |
| 30D | -7.7% | -3.4% | -4.4% | -6.7% |
| 3M | -4.9% | +5.1% | -10.0% | -6.9% |
| 6M | +9.7% | +9.2% | +0.5% | +5.8% |
| YTD | +46.7% | +13.4% | +33.3% | +39.2% |
| 1Y | +58.7% | +20.8% | +37.9% | +47.0% |
| 3Y | +200.7% | +76.1% | +124.6% | +128.3% |
| 5Y | +438.6% | +45.3% | +393.3% | +347.2% |
| All | +438.6% | +44.4% | +394.2% | +347.2% |
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