-74.2%
PCG vs NSC
+330.1%
-404.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | +5.4% | -1.5% | +6.9% | +6.1% |
| 30D | -15.1% | -1.9% | -13.2% | -14.4% |
| 3M | -9.8% | +6.2% | -16.0% | -12.3% |
| 6M | -18.0% | +9.2% | -27.2% | -21.5% |
| YTD | -7.2% | +15.0% | -22.3% | -13.1% |
| 1Y | +2.9% | +21.1% | -18.2% | -5.9% |
| 3Y | -11.1% | +78.6% | -89.7% | -33.6% |
| 5Y | +61.8% | +45.9% | +15.9% | +29.8% |
| All | -74.2% | +330.1% | -404.3% | -84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling