-19.7%
PFE vs NSC
+25.0%
-44.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.0% |
| 7D | -3.7% | -6.2% | +2.5% | -2.1% |
| 30D | +5.0% | +2.6% | +2.4% | +4.3% |
| 3M | +12.2% | -5.8% | +18.0% | +13.8% |
| 6M | +14.6% | +2.1% | +12.5% | +13.7% |
| YTD | +24.1% | +12.7% | +11.4% | +19.7% |
| 1Y | +26.6% | +15.9% | +10.7% | +21.2% |
| 3Y | +14.3% | +74.0% | -59.7% | -3.0% |
| All | -19.7% | +25.0% | -44.8% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling