+5,463.3%
NSC vs PEG
+2,889.6%
+2,573.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.1% |
| 7D | -6.2% | -2.3% | -4.0% | -5.3% |
| 30D | +2.6% | +1.2% | +1.4% | +2.1% |
| 3M | -5.8% | -2.4% | -3.5% | -5.0% |
| 6M | +2.1% | -6.9% | +9.0% | +4.9% |
| YTD | +12.7% | -7.2% | +19.9% | +15.7% |
| 1Y | +15.9% | -8.9% | +24.7% | +19.8% |
| 3Y | +74.0% | +27.1% | +46.9% | +53.9% |
| 5Y | +25.2% | +33.8% | -8.6% | +7.5% |
| 10Y | +326.2% | +150.2% | +176.1% | +179.3% |
| All | +5,463.3% | +2,889.6% | +2,573.8% | +1,305.5% |
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