+409.0%
CSX vs PBR
+499.6%
-90.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +0.7% | -13.3% | +14.0% | +3.5% |
| 30D | +8.1% | -27.7% | +35.8% | +14.9% |
| 3M | +2.2% | +2.7% | -0.5% | +0.7% |
| 6M | +14.6% | -6.7% | +21.3% | +14.8% |
| YTD | +42.2% | +60.9% | -18.8% | +26.1% |
| 1Y | +47.3% | +46.6% | +0.7% | +33.1% |
| 3Y | +73.5% | +69.1% | +4.5% | +49.2% |
| 5Y | +54.1% | +469.6% | -415.5% | -5.5% |
| 10Y | +409.0% | +523.4% | -114.4% | +168.5% |
| All | +409.0% | +499.6% | -90.6% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling