+5,605.4%
NSC vs PEG
+2,907.1%
+2,698.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -5.5% | +0.7% | -6.2% | -5.8% |
| 30D | -3.2% | -2.4% | -0.8% | -2.3% |
| 3M | +7.7% | -4.8% | +12.5% | +9.8% |
| 6M | +4.5% | -10.7% | +15.2% | +9.3% |
| YTD | +15.6% | -6.7% | +22.2% | +18.4% |
| 1Y | +19.8% | -6.8% | +26.7% | +22.7% |
| 3Y | +70.1% | +34.5% | +35.6% | +46.8% |
| 5Y | +46.1% | +35.8% | +10.4% | +24.7% |
| 10Y | +328.1% | +141.7% | +186.3% | +184.4% |
| All | +5,605.4% | +2,907.1% | +2,698.3% | +1,339.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling