+19.5%
PFE vs NSC
+16.6%
+3.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -1.7% | +2.5% | -4.2% | -2.2% |
| 30D | +0.3% | +1.7% | -1.4% | +0.2% |
| 3M | +9.4% | -2.6% | +11.9% | +10.0% |
| 6M | +14.9% | +6.4% | +8.5% | +13.2% |
| YTD | +23.8% | +15.5% | +8.3% | +17.9% |
| 1Y | +19.5% | +17.6% | +1.9% | +12.6% |
| All | +19.5% | +16.6% | +3.0% | +12.6% |
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