+65.5%
CSX vs PBR
+527.8%
-462.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -1.2% |
| 7D | +0.6% | +2.5% | -1.8% | +0.4% |
| 30D | -2.3% | +19.4% | -21.6% | -4.1% |
| 3M | +4.3% | +20.8% | -16.5% | +2.1% |
| 6M | +23.4% | +23.5% | -0.1% | +20.2% |
| YTD | +36.4% | +83.4% | -47.0% | +27.0% |
| 1Y | +53.0% | +77.6% | -24.5% | +42.8% |
| 3Y | +70.6% | +99.9% | -29.2% | +55.9% |
| 5Y | +65.5% | +567.7% | -502.3% | +29.4% |
| All | +65.5% | +527.8% | -462.3% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling