+3,142.4%
CSX vs PEGA
+1,209.2%
+1,933.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.1% |
| 6M | +16.2% | -20.3% | +36.4% | +17.9% |
| YTD | +37.5% | -37.1% | +74.7% | +42.2% |
| 1Y | +53.2% | -30.2% | +83.4% | +56.4% |
| 3Y | +68.2% | +48.1% | +20.1% | +55.6% |
| 5Y | +65.2% | -46.8% | +112.0% | +65.0% |
| 10Y | +504.1% | +191.3% | +312.8% | +415.8% |
| All | +3,142.4% | +1,209.2% | +1,933.2% | +2,080.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling