+3,235.6%
CSX vs PEGA
+1,076.4%
+2,159.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.1% |
| 7D | -2.7% | -1.6% | -1.1% | -2.5% |
| 30D | +7.0% | -3.0% | +10.0% | +7.3% |
| 3M | -0.3% | +5.8% | -6.1% | -1.0% |
| 6M | +13.5% | -8.8% | +22.4% | +13.9% |
| YTD | +41.5% | -43.5% | +85.0% | +47.7% |
| 1Y | +45.8% | -43.4% | +89.2% | +52.0% |
| 3Y | +74.4% | +48.6% | +25.8% | +61.2% |
| 5Y | +53.6% | -43.3% | +96.9% | +52.4% |
| 10Y | +465.6% | +109.7% | +355.9% | +396.7% |
| All | +3,235.6% | +1,076.4% | +2,159.2% | +2,163.8% |
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 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