+326.9%
NSC vs PEG
+145.3%
+181.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -1.5% | +1.0% | -2.5% | -2.0% |
| 30D | -1.9% | -1.9% | 0.0% | -1.1% |
| 3M | +6.2% | -3.7% | +9.9% | +8.0% |
| 6M | +9.2% | -9.4% | +18.6% | +14.4% |
| YTD | +15.0% | -6.0% | +21.0% | +18.0% |
| 1Y | +21.1% | -4.4% | +25.4% | +22.7% |
| 3Y | +78.6% | +33.5% | +45.1% | +47.0% |
| 5Y | +45.9% | +35.7% | +10.1% | +17.4% |
| 10Y | +326.9% | +140.4% | +186.4% | +169.7% |
| All | +326.9% | +145.3% | +181.6% | +169.7% |
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