+10,299.8%
CSX vs PCG
+91.4%
+10,208.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | +0.1% | +1.9% | -1.8% | -0.1% |
| 30D | +9.7% | +8.5% | +1.2% | +8.5% |
| 3M | +2.3% | -22.9% | +25.2% | +5.4% |
| 6M | +17.1% | -16.8% | +33.8% | +19.2% |
| YTD | +44.9% | -15.8% | +60.7% | +47.2% |
| 1Y | +47.1% | -16.0% | +63.1% | +49.4% |
| 3Y | +78.6% | -18.9% | +97.5% | +81.1% |
| 5Y | +57.2% | +17.4% | +39.8% | +50.6% |
| 10Y | +479.2% | -76.4% | +555.6% | +501.8% |
| All | +10,299.8% | +91.4% | +10,208.4% | +4,934.9% |
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