+9,772.3%
CSX vs PEG
+2,907.1%
+6,865.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.4% | +0.7% | -4.1% | -3.7% |
| 30D | -3.1% | -2.4% | -0.6% | -2.1% |
| 3M | +7.2% | -4.8% | +12.0% | +9.3% |
| 6M | +16.2% | -10.7% | +26.9% | +21.7% |
| YTD | +37.5% | -6.7% | +44.2% | +41.1% |
| 1Y | +53.2% | -6.8% | +60.1% | +57.0% |
| 3Y | +68.2% | +34.5% | +33.8% | +43.9% |
| 5Y | +65.2% | +35.8% | +29.5% | +39.8% |
| 10Y | +504.1% | +141.7% | +362.4% | +289.2% |
| All | +9,772.3% | +2,907.1% | +6,865.2% | +2,162.8% |
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