+68.6%
CSX vs PBR
+64.0%
+4.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -1.9% | -3.2% |
| 7D | -5.5% | -16.0% | +10.4% | -4.1% |
| 30D | +4.9% | -22.8% | +27.7% | +7.0% |
| 3M | -2.9% | +3.0% | -5.8% | -4.1% |
| 6M | +8.3% | -8.1% | +16.4% | +8.4% |
| YTD | +36.7% | +63.1% | -26.4% | +25.7% |
| 1Y | +41.5% | +59.3% | -17.8% | +30.3% |
| 3Y | +68.6% | +66.1% | +2.5% | +53.1% |
| All | +68.6% | +64.0% | +4.6% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling