+45.8%
CSX vs PCOR
+5.9%
+39.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.7% | +23.7% | -26.4% | -2.6% |
| 30D | +7.0% | +39.0% | -32.0% | +7.5% |
| 3M | -0.3% | +35.8% | -36.0% | +0.2% |
| 6M | +13.5% | +38.2% | -24.7% | +14.1% |
| YTD | +41.5% | +3.9% | +37.6% | +43.2% |
| 1Y | +45.8% | +5.7% | +40.1% | +46.8% |
| All | +45.8% | +5.9% | +39.8% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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