+72.2%
CSX vs PCAR
+66.6%
+5.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | -3.1% | -6.2% | +3.2% | -0.6% |
| 3M | +7.2% | +5.9% | +1.3% | +4.2% |
| 6M | +16.2% | +0.4% | +15.8% | +15.2% |
| YTD | +37.5% | +14.8% | +22.7% | +28.9% |
| 1Y | +53.2% | +30.1% | +23.1% | +35.8% |
| All | +72.2% | +66.6% | +5.7% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling