+54.1%
CSX vs PBF
+380.2%
-326.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +1.6% |
| 7D | +0.7% | -15.3% | +16.0% | +1.9% |
| 30D | +8.1% | -21.8% | +29.9% | +9.8% |
| 3M | +2.2% | -0.2% | +2.4% | +1.7% |
| 6M | +14.6% | +63.6% | -49.0% | +9.0% |
| YTD | +42.2% | +147.5% | -105.3% | +28.4% |
| 1Y | +47.3% | +69.8% | -22.5% | +37.9% |
| 3Y | +73.5% | +65.3% | +8.2% | +56.9% |
| 5Y | +54.1% | +393.4% | -339.3% | +24.6% |
| All | +54.1% | +380.2% | -326.1% | +24.6% |
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