+295.3%
NSC vs PFGC
+342.4%
-47.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.9% |
| 7D | -6.2% | +8.5% | -14.8% | -8.3% |
| 30D | +2.6% | +15.0% | -12.4% | -1.1% |
| 3M | -5.8% | -6.2% | +0.4% | -4.7% |
| 6M | +2.1% | +15.7% | -13.6% | -2.1% |
| YTD | +12.7% | +19.6% | -6.9% | +6.4% |
| 1Y | +15.9% | +13.2% | +2.7% | +10.9% |
| 3Y | +74.0% | +77.0% | -2.9% | +48.1% |
| 5Y | +25.2% | +121.5% | -96.3% | -1.3% |
| All | +295.3% | +342.4% | -47.1% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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