+3,159.0%
NSC vs PFG
+960.1%
+2,198.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.2% |
| 7D | -6.6% | -0.6% | -6.0% | -6.4% |
| 30D | +2.2% | +2.0% | +0.1% | +1.4% |
| 3M | -6.2% | -3.2% | -3.0% | -5.3% |
| 6M | +1.7% | +10.9% | -9.2% | -2.4% |
| YTD | +12.2% | +28.8% | -16.6% | +1.7% |
| 1Y | +15.4% | +39.2% | -23.8% | +1.7% |
| 3Y | +73.3% | +75.0% | -1.7% | +39.5% |
| 5Y | +24.7% | +91.9% | -67.3% | -4.2% |
| 10Y | +324.5% | +202.3% | +122.2% | +168.1% |
| All | +3,159.0% | +960.1% | +2,198.8% | +1,007.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling