+74.5%
CSX vs PBF
+74.2%
+0.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.6% | +2.6% |
| 7D | -2.2% | -7.4% | +5.2% | -1.8% |
| 30D | +6.8% | -17.5% | +24.3% | +7.8% |
| 3M | +0.7% | +13.1% | -12.4% | -0.6% |
| 6M | +13.3% | +72.6% | -59.4% | +8.0% |
| YTD | +40.5% | +161.2% | -120.7% | +26.8% |
| 1Y | +44.7% | +93.3% | -48.7% | +34.6% |
| 3Y | +74.5% | +80.7% | -6.2% | +54.2% |
| All | +74.5% | +74.2% | +0.3% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling