-13.8%
PCG vs NSC
+77.4%
-91.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -13.9% | -5.5% | -8.3% | -12.5% |
| 30D | -16.9% | -3.2% | -13.6% | -16.1% |
| 3M | -14.7% | +7.7% | -22.4% | -16.5% |
| 6M | -23.8% | +4.5% | -28.3% | -24.9% |
| YTD | -10.5% | +15.6% | -26.1% | -14.1% |
| 1Y | -5.1% | +19.8% | -25.0% | -9.8% |
| All | -13.8% | +77.4% | -91.2% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling