+412.6%
CSX vs PEGA
+99.2%
+313.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.7% | +3.5% |
| 7D | -2.2% | -10.0% | +7.8% | -0.3% |
| 30D | +6.8% | -12.7% | +19.5% | +9.3% |
| 3M | +0.7% | -4.6% | +5.3% | +1.1% |
| 6M | +13.3% | -13.1% | +26.3% | +14.8% |
| YTD | +40.5% | -47.6% | +88.1% | +55.2% |
| 1Y | +44.7% | -47.0% | +91.7% | +59.2% |
| 3Y | +74.5% | +42.0% | +32.5% | +42.3% |
| 5Y | +52.0% | -47.8% | +99.8% | +59.8% |
| 10Y | +412.6% | +92.0% | +320.7% | +270.2% |
| All | +412.6% | +99.2% | +313.5% | +270.2% |
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