+45.8%
CSX vs PCAR
+10.0%
+35.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -1.8% |
| 7D | -2.7% | +2.2% | -4.9% | -3.4% |
| 30D | +7.0% | -4.4% | +11.4% | +8.7% |
| 3M | -0.3% | -21.4% | +21.1% | +8.6% |
| 6M | +13.5% | -7.3% | +20.9% | +15.5% |
| YTD | +41.5% | -3.8% | +45.3% | +41.8% |
| 1Y | +45.8% | +6.3% | +39.5% | +39.8% |
| All | +45.8% | +10.0% | +35.8% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling