+3,391.6%
PFE vs NSC
+5,599.8%
-2,208.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 5Y | -21.9% | +25.2% | -47.1% | -28.6% |
| 10Y | +62.6% | +326.2% | -263.6% | +4.3% |
| All | +3,391.6% | +5,599.8% | -2,208.2% | +754.1% |
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