+284.9%
NSC vs PEG
+171.2%
+113.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -2.3% |
| 7D | +2.5% | +4.5% | -2.0% | +0.2% |
| 30D | +1.7% | +7.5% | -5.8% | -2.0% |
| 3M | -2.6% | +0.8% | -3.4% | -3.2% |
| 6M | +6.4% | 0.0% | +6.4% | +6.0% |
| YTD | +15.5% | -3.0% | +18.5% | +16.4% |
| 1Y | +17.6% | -4.7% | +22.3% | +19.6% |
| 3Y | +75.0% | +36.5% | +38.5% | +42.2% |
| 5Y | +32.2% | +44.4% | -12.2% | +2.6% |
| All | +284.9% | +171.2% | +113.6% | +144.0% |
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