+220.1%
CSX vs PENG
+597.2%
-377.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +12.4% | -15.7% | -4.9% |
| 7D | -5.5% | -19.4% | +13.9% | -3.7% |
| 30D | +4.9% | -42.4% | +47.3% | +10.9% |
| 3M | -2.9% | -25.6% | +22.8% | -1.4% |
| 6M | +8.3% | +7.3% | +1.1% | +1.1% |
| YTD | +36.7% | +113.9% | -77.1% | +13.8% |
| 1Y | +41.5% | +93.6% | -52.1% | +19.3% |
| 3Y | +68.6% | +170.2% | -101.6% | +28.3% |
| 5Y | +48.4% | +44.2% | +4.3% | +17.6% |
| All | +220.1% | +597.2% | -377.1% | +99.4% |
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