+41.5%
CSX vs PCG
-20.1%
+61.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.4% |
| 6M | +8.3% | -19.4% | +27.7% | +9.2% |
| YTD | +36.7% | -18.5% | +55.2% | +38.2% |
| 1Y | +41.5% | -19.5% | +61.0% | +43.7% |
| All | +41.5% | -20.1% | +61.6% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling