+74.5%
CSX vs PCG
-20.0%
+94.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.2% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +7.0% | +5.8% | +1.2% | +6.0% |
| 3M | -0.3% | -22.8% | +22.5% | +3.5% |
| 6M | +13.5% | -18.4% | +31.9% | +16.1% |
| YTD | +41.5% | -16.9% | +58.4% | +44.1% |
| 1Y | +45.8% | -17.6% | +63.4% | +48.7% |
| All | +74.5% | -20.0% | +94.5% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling