+72.2%
CSX vs PEG
+34.5%
+37.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | -3.1% | -2.4% | -0.6% | -2.5% |
| 3M | +7.2% | -4.8% | +12.0% | +8.5% |
| 6M | +16.2% | -10.7% | +26.9% | +19.5% |
| YTD | +37.5% | -6.7% | +44.2% | +39.7% |
| 1Y | +53.2% | -6.8% | +60.1% | +55.7% |
| All | +72.2% | +34.5% | +37.7% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling