-22.2%
PFE vs NSC
+46.6%
-68.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.2% |
| 7D | -2.7% | -1.5% | -1.1% | -2.3% |
| 30D | +3.8% | -1.9% | +5.8% | +4.3% |
| 3M | +10.4% | +6.2% | +4.1% | +8.5% |
| 6M | +6.3% | +9.2% | -2.9% | +3.5% |
| YTD | +17.4% | +15.0% | +2.3% | +12.7% |
| 1Y | +21.1% | +21.1% | +0.1% | +14.8% |
| 3Y | -1.6% | +78.6% | -80.2% | -16.6% |
| 5Y | -22.2% | +45.9% | -68.0% | -31.5% |
| All | -22.2% | +46.6% | -68.8% | -31.5% |
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 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