+3,449.8%
PFE vs NSC
+5,789.6%
-2,339.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -3.0% | -3.5% | +0.6% | -2.1% |
| 30D | +5.2% | +3.9% | +1.3% | +4.2% |
| 3M | +12.2% | -0.8% | +13.0% | +12.4% |
| 6M | +17.8% | +7.1% | +10.7% | +15.4% |
| YTD | +26.2% | +16.4% | +9.8% | +20.6% |
| 1Y | +23.2% | +16.9% | +6.3% | +17.7% |
| 3Y | +21.3% | +78.4% | -57.1% | +2.4% |
| 5Y | -23.1% | +33.1% | -56.2% | -30.8% |
| 10Y | +50.7% | +299.9% | -249.2% | -1.8% |
| All | +3,449.8% | +5,789.6% | -2,339.7% | +760.8% |
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