+9,772.3%
CSX vs PCG
+103.4%
+9,668.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.6% | +0.5% |
| 7D | -3.4% | -13.9% | +10.5% | -1.8% |
| 30D | -3.1% | -16.9% | +13.8% | -1.1% |
| 3M | +7.2% | -14.7% | +21.9% | +8.9% |
| 6M | +16.2% | -23.8% | +40.0% | +19.9% |
| YTD | +37.5% | -10.5% | +48.0% | +38.7% |
| 1Y | +53.2% | -5.1% | +58.3% | +53.1% |
| 3Y | +68.2% | -11.6% | +79.8% | +68.7% |
| 5Y | +65.2% | +59.0% | +6.2% | +51.9% |
| 10Y | +504.1% | -75.7% | +579.9% | +527.6% |
| All | +9,772.3% | +103.4% | +9,668.9% | +4,644.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling