+75.0%
NSC vs PFGC
+82.6%
-7.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +2.5% | +3.4% | -0.9% | +1.5% |
| 30D | +1.7% | +16.9% | -15.2% | -2.8% |
| 3M | -2.6% | +6.4% | -9.0% | -4.4% |
| 6M | +6.4% | +16.0% | -9.6% | +1.2% |
| YTD | +15.5% | +23.6% | -8.1% | +6.3% |
| 1Y | +17.6% | +16.6% | +1.0% | +10.7% |
| 3Y | +75.0% | +82.3% | -7.3% | +45.5% |
| All | +75.0% | +82.6% | -7.6% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling