+5,440.5%
NSC vs PEG
+2,889.6%
+2,550.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.5% |
| 7D | -6.6% | -2.3% | -4.4% | -5.7% |
| 30D | +2.2% | +1.2% | +0.9% | +1.6% |
| 3M | -6.2% | -2.4% | -3.8% | -5.4% |
| 6M | +1.7% | -6.9% | +8.5% | +4.5% |
| YTD | +12.2% | -7.2% | +19.4% | +15.2% |
| 1Y | +15.4% | -8.9% | +24.3% | +19.3% |
| 3Y | +73.3% | +27.1% | +46.2% | +53.2% |
| 5Y | +24.7% | +33.8% | -9.1% | +7.1% |
| 10Y | +324.5% | +150.2% | +174.3% | +178.2% |
| All | +5,440.5% | +2,889.6% | +2,550.9% | +1,299.7% |
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 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