+416.4%
CSX vs PEG
+161.7%
+254.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -0.3% | +1.5% | -1.7% | -1.0% |
| 30D | +8.7% | +5.0% | +3.7% | +6.3% |
| 3M | +4.2% | -0.3% | +4.5% | +4.2% |
| 6M | +16.7% | -2.7% | +19.3% | +17.8% |
| YTD | +44.5% | -5.1% | +49.6% | +47.2% |
| 1Y | +50.3% | -8.3% | +58.5% | +55.5% |
| 3Y | +76.3% | +33.0% | +43.3% | +47.1% |
| 5Y | +58.1% | +41.3% | +16.9% | +26.3% |
| 10Y | +416.4% | +164.5% | +251.9% | +260.4% |
| All | +416.4% | +161.7% | +254.7% | +260.4% |
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