+87.3%
PCG vs NSC
+5,599.8%
-5,512.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.4% |
| 7D | -1.6% | -6.2% | +4.6% | 0.0% |
| 30D | +1.4% | +2.6% | -1.2% | +0.7% |
| 3M | -23.4% | -5.8% | -17.6% | -22.3% |
| 6M | -19.4% | +2.1% | -21.5% | -20.0% |
| YTD | -18.5% | +12.7% | -31.2% | -21.2% |
| 1Y | -19.5% | +15.9% | -35.4% | -22.8% |
| 3Y | -21.0% | +74.0% | -95.0% | -32.3% |
| 5Y | +13.7% | +25.2% | -11.5% | +4.8% |
| 10Y | -77.2% | +326.2% | -403.4% | -84.1% |
| All | +87.3% | +5,599.8% | -5,512.5% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling