+13.4%
NSC vs PFGC
+7.7%
+5.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.2% |
| 7D | -6.2% | +8.5% | -14.8% | -7.0% |
| 30D | +2.6% | +15.0% | -12.4% | +1.2% |
| 3M | -5.8% | -6.2% | +0.4% | -5.5% |
| 6M | +2.1% | +15.7% | -13.6% | +0.3% |
| YTD | +12.7% | +19.6% | -6.9% | +8.4% |
| All | +13.4% | +7.7% | +5.7% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling