+3,255.9%
NSC vs PFG
+1,015.3%
+2,240.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | -5.5% | +5.5% | -11.0% | -7.5% |
| 30D | -3.2% | +2.4% | -5.6% | -4.2% |
| 3M | +7.7% | +13.6% | -5.9% | +2.5% |
| 6M | +4.5% | +27.9% | -23.4% | -4.7% |
| YTD | +15.6% | +35.6% | -20.0% | +2.9% |
| 1Y | +19.8% | +48.5% | -28.6% | +3.1% |
| 3Y | +70.1% | +66.9% | +3.2% | +39.2% |
| 5Y | +46.1% | +111.0% | -64.8% | +8.5% |
| 10Y | +328.1% | +244.5% | +83.6% | +159.0% |
| All | +3,255.9% | +1,015.3% | +2,240.7% | +1,021.0% |
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 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