+16.2%
CSX vs PENG
+170.4%
-154.3%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.6% | +0.7% |
| 7D | -3.4% | +4.5% | -7.9% | -3.5% |
| 30D | -3.1% | -7.1% | +4.0% | -3.0% |
| 3M | +7.2% | -27.3% | +34.4% | +7.2% |
| 6M | +16.2% | +169.6% | -153.4% | +1.9% |
| All | +16.2% | +170.4% | -154.3% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling