+412.6%
CSX vs PEG
+155.4%
+257.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.6% | +1.2% |
| 7D | -2.2% | +0.9% | -3.1% | -2.6% |
| 30D | +6.8% | +3.8% | +3.0% | +5.0% |
| 3M | +0.7% | +0.1% | +0.6% | +0.5% |
| 6M | +13.3% | -1.0% | +14.2% | +13.4% |
| YTD | +40.5% | -4.1% | +44.7% | +42.5% |
| 1Y | +44.7% | -6.9% | +51.5% | +48.7% |
| 3Y | +74.5% | +35.6% | +38.9% | +44.3% |
| 5Y | +52.0% | +42.8% | +9.2% | +20.8% |
| 10Y | +412.6% | +160.2% | +252.4% | +257.0% |
| All | +412.6% | +155.4% | +257.2% | +257.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling