+409.0%
CSX vs PBF
+231.7%
+177.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +1.8% |
| 7D | +0.7% | -15.3% | +16.0% | +2.6% |
| 30D | +8.1% | -21.8% | +29.9% | +10.9% |
| 3M | +2.2% | -0.2% | +2.4% | +1.5% |
| 6M | +14.6% | +63.6% | -49.0% | +6.4% |
| YTD | +42.2% | +147.5% | -105.3% | +23.5% |
| 1Y | +47.3% | +69.8% | -22.5% | +34.0% |
| 3Y | +73.5% | +65.3% | +8.2% | +53.0% |
| 5Y | +54.1% | +393.4% | -339.3% | +11.5% |
| 10Y | +409.0% | +240.3% | +168.7% | +249.7% |
| All | +409.0% | +231.7% | +177.2% | +249.7% |
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