+5,565.6%
NSC vs PEG
+2,989.2%
+2,576.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +0.4% |
| 7D | -5.4% | +0.9% | -6.2% | -5.7% |
| 30D | +2.9% | +3.8% | -0.9% | +1.3% |
| 3M | -2.2% | +0.1% | -2.2% | -2.3% |
| 6M | +5.3% | -1.0% | +6.3% | +5.4% |
| YTD | +14.8% | -4.1% | +18.9% | +16.2% |
| 1Y | +16.6% | -6.9% | +23.4% | +19.4% |
| 3Y | +78.6% | +35.6% | +43.0% | +53.6% |
| 5Y | +27.2% | +42.8% | -15.6% | +6.3% |
| 10Y | +302.5% | +160.2% | +142.3% | +159.6% |
| All | +5,565.6% | +2,989.2% | +2,576.4% | +1,311.6% |
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