+47.3%
CSX vs PEG
-7.0%
+54.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +0.7% | +2.6% | -1.9% | -0.1% |
| 30D | +8.1% | +3.3% | +4.8% | +6.9% |
| 3M | +2.2% | +1.1% | +1.1% | +1.8% |
| 6M | +14.6% | -1.4% | +16.0% | +14.9% |
| YTD | +42.2% | -4.6% | +46.8% | +43.2% |
| 1Y | +47.3% | -7.2% | +54.5% | +51.0% |
| All | +47.3% | -7.0% | +54.3% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling