+504.6%
CSX vs PAAS
+206.7%
+297.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | -3.4% | -2.9% | -0.5% | -3.2% |
| 30D | -3.1% | +6.8% | -9.9% | -3.7% |
| 3M | +7.2% | -2.9% | +10.1% | +7.1% |
| 6M | +16.2% | -16.4% | +32.6% | +17.2% |
| YTD | +37.5% | 0.0% | +37.5% | +36.1% |
| 1Y | +53.2% | +54.3% | -1.1% | +45.5% |
| 3Y | +68.2% | +230.7% | -162.4% | +45.5% |
| 5Y | +65.2% | +111.6% | -46.4% | +46.3% |
| All | +504.6% | +206.7% | +297.9% | +421.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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