+67.8%
CSX vs PEGA
-46.5%
+114.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +0.9% |
| 7D | -3.4% | +3.3% | -6.7% | -3.7% |
| 30D | -3.1% | +17.7% | -20.8% | -4.7% |
| 3M | +7.2% | +5.8% | +1.4% | +6.2% |
| 6M | +16.2% | -20.3% | +36.4% | +18.2% |
| YTD | +37.5% | -37.1% | +74.7% | +43.2% |
| 1Y | +53.2% | -30.2% | +83.4% | +57.0% |
| 3Y | +68.2% | +48.1% | +20.1% | +51.5% |
| All | +67.8% | -46.5% | +114.3% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling