+9,714.3%
CSX vs PEG
+2,889.6%
+6,824.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -5.5% | -2.3% | -3.3% | -4.6% |
| 30D | +4.9% | +1.2% | +3.7% | +4.4% |
| 3M | -2.9% | -2.4% | -0.5% | -2.0% |
| 6M | +8.3% | -6.9% | +15.2% | +11.4% |
| YTD | +36.7% | -7.2% | +44.0% | +40.5% |
| 1Y | +41.5% | -8.9% | +50.4% | +46.5% |
| 3Y | +68.6% | +27.1% | +41.5% | +48.0% |
| 5Y | +48.4% | +33.8% | +14.7% | +26.3% |
| 10Y | +446.6% | +150.2% | +296.4% | +247.1% |
| All | +9,714.3% | +2,889.6% | +6,824.8% | +2,153.4% |
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 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