+3,280.0%
PFE vs NSC
+5,745.4%
-2,465.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +1.8% | -5.5% | +7.3% | +3.2% |
| 30D | +10.2% | -3.2% | +13.4% | +11.1% |
| 3M | +12.7% | +7.7% | +5.0% | +10.4% |
| 6M | +10.5% | +4.5% | +6.0% | +8.8% |
| YTD | +20.2% | +15.6% | +4.6% | +15.1% |
| 1Y | +24.1% | +19.8% | +4.2% | +17.7% |
| 3Y | -3.6% | +70.1% | -73.7% | -17.6% |
| 5Y | -20.9% | +46.1% | -67.0% | -30.6% |
| 10Y | +35.8% | +328.1% | -292.2% | -13.0% |
| All | +3,280.0% | +5,745.4% | -2,465.4% | +721.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling