+78.7%
CSX vs PCOR
+44.3%
+34.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +19.7% | -17.1% | +0.1% |
| 7D | +0.1% | +21.8% | -21.7% | -2.5% |
| 30D | +9.7% | +39.5% | -29.8% | +4.9% |
| 3M | +2.3% | +35.2% | -33.0% | -2.0% |
| 6M | +17.1% | +21.7% | -4.7% | +13.6% |
| YTD | +44.9% | +3.9% | +41.0% | +44.7% |
| 1Y | +47.1% | +6.9% | +40.1% | +45.5% |
| All | +78.7% | +44.3% | +34.4% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling