+231.2%
CSX vs PENG
+520.3%
-289.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -23.0% | +20.7% | +0.5% |
| 7D | -2.7% | -36.7% | +34.0% | +2.3% |
| 30D | +7.0% | -42.0% | +49.0% | +12.9% |
| 3M | -0.3% | -33.2% | +32.9% | +2.7% |
| 6M | +13.5% | +2.1% | +11.4% | +6.5% |
| YTD | +41.5% | +90.3% | -48.8% | +19.6% |
| 1Y | +45.8% | +67.7% | -21.9% | +25.3% |
| 3Y | +74.4% | +154.2% | -79.9% | +33.5% |
| 5Y | +53.6% | +28.3% | +25.3% | +23.6% |
| All | +231.2% | +520.3% | -289.1% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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