+35.2%
PFE vs NSC
+324.0%
-288.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -4.3% | -2.0% | -2.2% | -3.7% |
| 30D | +2.7% | -3.2% | +5.9% | +3.6% |
| 3M | +10.0% | +3.9% | +6.1% | +8.6% |
| 6M | +7.2% | +7.8% | -0.6% | +4.4% |
| YTD | +17.3% | +13.4% | +3.9% | +12.5% |
| 1Y | +20.3% | +20.3% | 0.0% | +13.4% |
| 3Y | -1.6% | +76.1% | -77.7% | -18.4% |
| 5Y | -21.4% | +45.0% | -66.4% | -32.1% |
| 10Y | +35.2% | +335.7% | -300.5% | -21.3% |
| All | +35.2% | +324.0% | -288.8% | -21.3% |
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 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