+45.6%
CSX vs PCG
-19.4%
+65.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.7% |
| 7D | -2.2% | -1.1% | -1.2% | -2.1% |
| 30D | +6.8% | +0.1% | +6.7% | +6.8% |
| 3M | +0.7% | -24.4% | +25.1% | +3.6% |
| 6M | +13.3% | -17.7% | +30.9% | +13.7% |
| YTD | +40.5% | -17.4% | +57.9% | +41.8% |
| All | +45.6% | -19.4% | +65.0% | +48.0% |
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