+53.6%
CSX vs PENG
+31.0%
+22.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -23.0% | +20.7% | -0.4% |
| 7D | -2.7% | -36.7% | +34.0% | +0.7% |
| 30D | +7.0% | -42.0% | +49.0% | +11.1% |
| 3M | -0.3% | -33.2% | +32.9% | +1.6% |
| 6M | +13.5% | +2.1% | +11.4% | +7.3% |
| YTD | +41.5% | +90.3% | -48.8% | +22.8% |
| 1Y | +45.8% | +67.7% | -21.9% | +28.2% |
| 3Y | +74.4% | +154.2% | -79.9% | +38.6% |
| 5Y | +53.6% | +28.3% | +25.3% | +23.3% |
| All | +53.6% | +31.0% | +22.6% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling