+443.4%
NSC vs PFGC
+419.1%
+24.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -5.5% | -2.2% | -3.3% | -5.0% |
| 30D | -3.2% | -11.9% | +8.7% | -0.4% |
| 3M | +7.7% | +5.0% | +2.7% | +6.1% |
| 6M | +4.5% | +8.6% | -4.1% | +1.9% |
| YTD | +15.6% | +9.7% | +5.9% | +11.9% |
| 1Y | +19.8% | -6.3% | +26.1% | +20.4% |
| 3Y | +70.1% | +58.2% | +11.9% | +49.8% |
| 5Y | +46.1% | +110.4% | -64.3% | +17.6% |
| 10Y | +328.1% | +272.8% | +55.3% | +202.3% |
| All | +443.4% | +419.1% | +24.3% | +271.2% |
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