+10,056.0%
CSX vs PCG
+88.9%
+9,967.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.1% |
| 3M | -0.3% | -22.8% | +22.5% | +2.7% |
| 6M | +13.5% | -18.4% | +31.9% | +15.9% |
| YTD | +41.5% | -16.9% | +58.4% | +44.0% |
| 1Y | +45.8% | -17.6% | +63.4% | +48.5% |
| 3Y | +74.4% | -20.0% | +94.4% | +77.2% |
| 5Y | +53.6% | +16.0% | +37.6% | +47.4% |
| 10Y | +465.6% | -76.7% | +542.3% | +488.8% |
| All | +10,056.0% | +88.9% | +9,967.1% | +4,825.8% |
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