+2.9%
PCG vs NSC
+20.5%
-17.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +5.4% | -1.5% | +6.9% | +5.8% |
| 30D | -15.1% | -1.9% | -13.2% | -14.5% |
| 3M | -9.8% | +6.2% | -16.0% | -11.6% |
| 6M | -18.0% | +9.2% | -27.2% | -20.1% |
| YTD | -7.2% | +15.0% | -22.3% | -11.1% |
| 1Y | +2.9% | +21.1% | -18.2% | +6.8% |
| All | +2.9% | +20.5% | -17.6% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling