+496.7%
CSX vs PBR
+648.5%
-151.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | -3.2% | +17.5% | -20.8% | -6.5% |
| 3M | +2.6% | +20.9% | -18.3% | -1.7% |
| 6M | +19.8% | +20.2% | -0.4% | +14.4% |
| YTD | +34.7% | +84.3% | -49.6% | +17.3% |
| 1Y | +52.1% | +77.1% | -25.0% | +33.2% |
| 3Y | +68.4% | +100.8% | -32.4% | +40.9% |
| 5Y | +65.1% | +556.1% | -491.0% | -0.6% |
| 10Y | +496.7% | +676.1% | -179.3% | +202.8% |
| All | +496.7% | +648.5% | -151.8% | +202.8% |
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