+18.5%
PFE vs NSC
+73.7%
-55.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.0% |
| 7D | -3.7% | -6.2% | +2.5% | -2.2% |
| 30D | +5.0% | +2.6% | +2.4% | +4.4% |
| 3M | +12.2% | -5.8% | +18.0% | +13.8% |
| 6M | +14.6% | +2.1% | +12.5% | +13.8% |
| YTD | +24.1% | +12.7% | +11.4% | +19.9% |
| 1Y | +26.6% | +15.9% | +10.7% | +21.5% |
| All | +18.5% | +73.7% | -55.2% | +12.5% |
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