+8,390.6%
PWR vs NSC
+1,701.0%
+6,689.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +3.6% | -5.5% | +9.1% | +6.5% |
| 30D | -8.6% | -3.2% | -5.4% | -7.2% |
| 3M | -13.2% | +7.7% | -20.8% | -16.7% |
| 6M | +9.9% | +4.5% | +5.4% | +6.8% |
| YTD | +48.0% | +15.6% | +32.5% | +36.3% |
| 1Y | +66.2% | +19.8% | +46.3% | +50.0% |
| 3Y | +195.1% | +70.1% | +125.0% | +115.3% |
| 5Y | +442.6% | +46.1% | +396.4% | +320.1% |
| 10Y | +2,334.2% | +328.1% | +2,006.1% | +974.8% |
| All | +8,390.6% | +1,701.0% | +6,689.6% | +1,665.1% |
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