+427.3%
CSX vs PEGA
+101.4%
+325.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -2.7% |
| 7D | -5.5% | -4.5% | -1.0% | -4.7% |
| 30D | +4.9% | -5.7% | +10.6% | +5.9% |
| 3M | -2.9% | +2.6% | -5.4% | -3.7% |
| 6M | +8.3% | -10.6% | +18.9% | +9.3% |
| YTD | +36.7% | -45.5% | +82.2% | +50.1% |
| 1Y | +41.5% | -44.8% | +86.3% | +54.6% |
| 3Y | +68.6% | +45.5% | +23.1% | +37.1% |
| 5Y | +48.4% | -45.3% | +93.8% | +54.5% |
| All | +427.3% | +101.4% | +325.9% | +268.6% |
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