+295.3%
NSC vs PEG
+147.2%
+148.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.1% |
| 7D | -6.2% | -2.3% | -4.0% | -5.1% |
| 30D | +2.6% | +1.2% | +1.4% | +2.0% |
| 3M | -5.8% | -2.4% | -3.5% | -4.9% |
| 6M | +2.1% | -6.9% | +9.0% | +5.5% |
| YTD | +12.7% | -7.2% | +19.9% | +16.2% |
| 1Y | +15.9% | -8.9% | +24.7% | +20.6% |
| 3Y | +74.0% | +27.1% | +46.9% | +47.0% |
| 5Y | +25.2% | +33.8% | -8.6% | +1.3% |
| All | +295.3% | +147.2% | +148.1% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling