+87.3%
PCG vs NSC
+5,576.5%
-5,489.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.3% |
| 7D | -1.6% | -6.6% | +5.0% | +0.1% |
| 30D | +1.4% | +2.2% | -0.7% | +0.8% |
| 3M | -23.4% | -6.2% | -17.2% | -22.2% |
| 6M | -19.4% | +1.7% | -21.1% | -19.9% |
| YTD | -18.5% | +12.2% | -30.7% | -21.1% |
| 1Y | -19.5% | +15.4% | -34.9% | -22.7% |
| 3Y | -21.0% | +73.3% | -94.3% | -32.2% |
| 5Y | +13.7% | +24.7% | -10.9% | +5.0% |
| 10Y | -77.2% | +324.5% | -401.6% | -84.1% |
| All | +87.3% | +5,576.5% | -5,489.1% | -35.2% |
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