+67.8%
CSX vs PENG
+115.2%
-47.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.6% | +0.2% |
| 7D | -3.4% | +4.5% | -7.9% | -3.8% |
| 30D | -3.1% | -7.1% | +4.0% | -2.6% |
| 3M | +7.2% | -27.3% | +34.4% | +8.7% |
| 6M | +16.2% | +169.6% | -153.4% | -0.2% |
| YTD | +37.5% | +164.6% | -127.1% | +18.1% |
| 1Y | +53.2% | +109.5% | -56.2% | +34.6% |
| 3Y | +68.2% | +98.9% | -30.7% | +41.0% |
| All | +67.8% | +115.2% | -47.4% | +33.8% |
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