-75.3%
PCG vs NSC
+324.0%
-399.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.8% | -3.7% |
| 7D | +6.5% | -2.0% | +8.5% | +7.4% |
| 30D | -16.7% | -3.2% | -13.5% | -15.6% |
| 3M | -14.2% | +3.9% | -18.1% | -15.8% |
| 6M | -21.5% | +7.8% | -29.2% | -24.4% |
| YTD | -11.2% | +13.4% | -24.6% | -16.3% |
| 1Y | -4.2% | +20.3% | -24.5% | -12.1% |
| 3Y | -14.9% | +76.1% | -91.0% | -36.0% |
| 5Y | +54.2% | +45.0% | +9.2% | +24.0% |
| 10Y | -75.3% | +335.7% | -411.0% | -85.3% |
| All | -75.3% | +324.0% | -399.3% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded NSC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling