+74.7%
CSX vs PBR
+91.0%
-16.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.1% |
| 7D | -3.4% | +8.6% | -12.0% | -4.4% |
| 30D | -3.1% | +12.8% | -15.9% | -4.5% |
| 3M | +7.2% | +14.7% | -7.5% | +5.3% |
| 6M | +16.2% | +25.2% | -9.0% | +12.1% |
| YTD | +37.5% | +77.1% | -39.6% | +26.0% |
| 1Y | +53.2% | +69.6% | -16.3% | +40.8% |
| All | +74.7% | +91.0% | -16.2% | +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