+17.1%
CSX vs PCOR
+27.5%
-10.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +19.7% | -17.1% | +2.1% |
| 7D | +0.1% | +21.8% | -21.7% | -0.4% |
| 30D | +9.7% | +39.5% | -29.8% | +9.2% |
| 3M | +2.3% | +35.2% | -33.0% | +2.1% |
| 6M | +17.1% | +21.7% | -4.7% | +17.6% |
| All | +17.1% | +27.5% | -10.4% | +17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling