+890.4%
CSX vs PBF
+294.5%
+595.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.7% | +9.3% | +3.4% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +9.7% | -13.7% | +23.5% | +11.4% |
| 3M | +2.3% | +10.6% | -8.3% | +0.2% |
| 6M | +17.1% | +61.2% | -44.1% | +8.4% |
| YTD | +44.9% | +172.7% | -127.8% | +23.3% |
| 1Y | +47.1% | +111.0% | -63.9% | +29.1% |
| 3Y | +78.6% | +73.6% | +5.0% | +55.4% |
| 5Y | +57.2% | +479.7% | -422.4% | +9.1% |
| 10Y | +479.2% | +312.9% | +166.3% | +252.6% |
| All | +890.4% | +294.5% | +595.9% | +490.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling