+73.3%
NSC vs PEG
+25.9%
+47.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.6% |
| 7D | -6.6% | -2.3% | -4.4% | -5.9% |
| 30D | +2.2% | +1.2% | +0.9% | +1.8% |
| 3M | -6.2% | -2.4% | -3.8% | -5.6% |
| 6M | +1.7% | -6.9% | +8.5% | +3.8% |
| YTD | +12.2% | -7.2% | +19.4% | +14.4% |
| 1Y | +15.4% | -8.9% | +24.3% | +18.3% |
| 3Y | +73.3% | +27.1% | +46.2% | +54.2% |
| All | +73.3% | +25.9% | +47.4% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling