+439.6%
NSC vs PFGC
+488.3%
-48.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.1% | +0.9% |
| 7D | -5.4% | +10.8% | -16.2% | -7.9% |
| 30D | +2.9% | +17.8% | -14.9% | -1.2% |
| 3M | -2.2% | -2.7% | +0.6% | -1.9% |
| 6M | +5.3% | +20.0% | -14.8% | +0.2% |
| YTD | +14.8% | +24.3% | -9.5% | +7.6% |
| 1Y | +16.6% | +13.2% | +3.4% | +11.7% |
| 3Y | +78.6% | +85.9% | -7.3% | +51.0% |
| 5Y | +27.2% | +141.0% | -113.9% | -0.9% |
| 10Y | +302.5% | +370.6% | -68.1% | +172.8% |
| All | +439.6% | +488.3% | -48.6% | +256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling