+53.6%
CSX vs PCOR
-22.6%
+76.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.7% | +23.7% | -26.4% | -5.9% |
| 30D | +7.0% | +39.0% | -32.0% | +1.7% |
| 3M | -0.3% | +35.8% | -36.0% | -5.2% |
| 6M | +13.5% | +38.2% | -24.7% | +7.1% |
| YTD | +41.5% | +3.9% | +37.6% | +38.8% |
| 1Y | +45.8% | +5.7% | +40.1% | +42.3% |
| 3Y | +74.4% | +44.8% | +29.6% | +57.4% |
| 5Y | +53.6% | -19.8% | +73.4% | +42.7% |
| All | +53.6% | -22.6% | +76.2% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling