-76.4%
PCG vs NSC
+303.9%
-380.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -2.2% | -3.5% | +1.3% | -0.8% |
| 30D | -0.5% | +3.9% | -4.4% | -2.1% |
| 3M | -24.0% | -0.8% | -23.2% | -23.8% |
| 6M | -18.6% | +7.1% | -25.7% | -21.4% |
| YTD | -17.7% | +16.4% | -34.1% | -23.4% |
| 1Y | -20.0% | +16.9% | -36.9% | -25.8% |
| 3Y | -20.2% | +78.4% | -98.6% | -40.5% |
| 5Y | +8.4% | +33.1% | -24.7% | -9.2% |
| 10Y | -76.4% | +299.9% | -376.3% | -85.4% |
| All | -76.4% | +303.9% | -380.3% | -85.4% |
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