+427.3%
CSX vs PBF
+276.6%
+150.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.2% |
| 7D | -5.5% | -13.8% | +8.2% | -4.0% |
| 30D | +4.9% | -19.6% | +24.5% | +7.3% |
| 3M | -2.9% | +10.3% | -13.1% | -4.7% |
| 6M | +8.3% | +63.4% | -55.1% | +0.6% |
| YTD | +36.7% | +152.6% | -115.9% | +18.4% |
| 1Y | +41.5% | +87.4% | -45.9% | +26.9% |
| 3Y | +68.6% | +63.3% | +5.4% | +48.8% |
| 5Y | +48.4% | +412.5% | -364.0% | +6.5% |
| All | +427.3% | +276.6% | +150.7% | +245.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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