+75.0%
NSC vs PFG
+82.7%
-7.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +2.5% | +2.4% | +0.1% | +1.5% |
| 30D | +1.7% | +5.9% | -4.2% | -0.6% |
| 3M | -2.6% | -0.4% | -2.1% | -2.6% |
| 6M | +6.4% | +14.8% | -8.4% | -0.2% |
| YTD | +15.5% | +31.9% | -16.4% | +1.2% |
| 1Y | +17.6% | +38.8% | -21.2% | +0.5% |
| 3Y | +75.0% | +82.4% | -7.4% | +27.0% |
| All | +75.0% | +82.7% | -7.7% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling