+50.3%
CSX vs PBF
+78.3%
-28.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | +1.7% |
| 7D | -0.3% | -4.0% | +3.7% | -0.4% |
| 30D | +8.7% | -18.0% | +26.7% | +8.2% |
| 3M | +4.2% | +0.9% | +3.3% | +4.3% |
| 6M | +16.7% | +65.7% | -49.0% | +17.7% |
| YTD | +44.5% | +161.9% | -117.4% | +42.5% |
| 1Y | +50.3% | +77.8% | -27.5% | +52.9% |
| All | +50.3% | +78.3% | -28.0% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling