+296.7%
NSC vs PFG
+192.6%
+104.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -3.4% | +3.0% | -6.4% | -4.8% |
| 30D | +3.6% | +8.2% | -4.5% | -0.4% |
| 3M | -1.4% | +2.7% | -4.1% | -3.1% |
| 6M | +6.0% | +17.2% | -11.3% | -2.9% |
| YTD | +15.5% | +34.8% | -19.2% | -1.9% |
| 1Y | +16.2% | +43.6% | -27.3% | -4.6% |
| 3Y | +76.9% | +85.4% | -8.5% | +25.0% |
| 5Y | +29.3% | +102.2% | -72.9% | -15.3% |
| All | +296.7% | +192.6% | +104.0% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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