+5,143.0%
CSX vs PBR
+1,797.5%
+3,345.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.3% |
| 7D | -3.4% | +8.6% | -12.0% | -5.5% |
| 30D | -3.1% | +12.8% | -15.9% | -6.2% |
| 3M | +7.2% | +14.7% | -7.5% | +3.0% |
| 6M | +16.2% | +25.2% | -9.0% | +8.4% |
| YTD | +37.5% | +77.1% | -39.6% | +17.2% |
| 1Y | +53.2% | +69.6% | -16.3% | +31.5% |
| 3Y | +68.2% | +95.6% | -27.3% | +35.9% |
| 5Y | +65.2% | +501.8% | -436.5% | -7.0% |
| 10Y | +504.1% | +640.6% | -136.4% | +171.9% |
| All | +5,143.0% | +1,797.5% | +3,345.5% | +1,535.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling