+416.4%
CSX vs PEGA
+94.5%
+321.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -0.3% | -8.6% | +8.4% | +1.3% |
| 30D | +8.7% | -10.1% | +18.8% | +10.7% |
| 3M | +4.2% | -4.7% | +9.0% | +4.7% |
| 6M | +16.7% | -8.0% | +24.6% | +17.1% |
| YTD | +44.5% | -47.1% | +91.6% | +59.4% |
| 1Y | +50.3% | -47.5% | +97.7% | +65.7% |
| 3Y | +76.3% | +40.2% | +36.1% | +44.3% |
| 5Y | +58.1% | -45.7% | +103.9% | +64.1% |
| 10Y | +416.4% | +85.1% | +331.3% | +264.8% |
| All | +416.4% | +94.5% | +321.9% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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