+427.3%
CSX vs PCG
-77.4%
+504.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.2% |
| 7D | -5.5% | -1.6% | -3.9% | -5.4% |
| 30D | +4.9% | +1.4% | +3.5% | +4.8% |
| 3M | -2.9% | -23.4% | +20.5% | -0.9% |
| 6M | +8.3% | -19.4% | +27.7% | +9.9% |
| YTD | +36.7% | -18.5% | +55.2% | +38.5% |
| 1Y | +41.5% | -19.5% | +61.0% | +43.5% |
| 3Y | +68.6% | -21.0% | +89.6% | +70.7% |
| 5Y | +48.4% | +13.7% | +34.7% | +45.5% |
| All | +427.3% | -77.4% | +504.7% | +453.9% |
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