+13.4%
NSC vs PEG
-9.5%
+22.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.2% |
| 7D | -6.2% | -2.3% | -4.0% | -5.6% |
| 30D | +2.6% | +1.2% | +1.4% | +2.2% |
| 3M | -5.8% | -2.4% | -3.5% | -5.2% |
| 6M | +2.1% | -6.9% | +9.0% | +4.3% |
| YTD | +12.7% | -7.2% | +19.9% | +14.3% |
| All | +13.4% | -9.5% | +22.9% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling