+58.3%
CSX vs PBF
+419.4%
-361.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | +6.0% | +6.5% | -0.5% | +5.5% |
| 30D | +7.8% | -20.0% | +27.8% | +9.4% |
| 3M | +4.1% | -3.3% | +7.4% | +3.9% |
| 6M | +17.9% | +76.8% | -58.9% | +11.5% |
| YTD | +44.9% | +168.9% | -124.0% | +30.1% |
| 1Y | +51.1% | +96.4% | -45.2% | +39.8% |
| 3Y | +78.3% | +77.2% | +1.1% | +60.4% |
| All | +58.3% | +419.4% | -361.1% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling