+295.3%
NSC vs PFG
+191.2%
+104.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.6% |
| 7D | -6.2% | -0.6% | -5.6% | -5.9% |
| 30D | +2.6% | +2.0% | +0.6% | +1.6% |
| 3M | -5.8% | -3.2% | -2.7% | -4.7% |
| 6M | +2.1% | +10.9% | -8.8% | -3.8% |
| YTD | +12.7% | +28.8% | -16.2% | -2.1% |
| 1Y | +15.9% | +39.2% | -23.3% | -3.4% |
| 3Y | +74.0% | +75.0% | -1.0% | +26.6% |
| 5Y | +25.2% | +91.9% | -66.7% | -15.8% |
| All | +295.3% | +191.2% | +104.0% | +90.7% |
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