+418.4%
CSX vs PCG
-76.5%
+494.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +3.1% | -2.0% | +5.1% | +3.3% |
| 30D | +9.7% | -2.7% | +12.4% | +10.0% |
| 3M | +4.9% | -25.1% | +30.0% | +7.2% |
| 6M | +18.4% | -22.3% | +40.7% | +20.5% |
| YTD | +45.9% | -18.5% | +64.4% | +47.8% |
| 1Y | +50.0% | -21.8% | +71.8% | +52.5% |
| 3Y | +78.0% | -21.0% | +99.0% | +80.2% |
| 5Y | +59.2% | +8.1% | +51.1% | +56.6% |
| All | +418.4% | -76.5% | +494.9% | +461.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling