+62.3%
CSX vs PCOR
-30.9%
+93.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.1% | +1.5% |
| 7D | -3.4% | -9.0% | +5.6% | -2.1% |
| 30D | -3.1% | +4.2% | -7.2% | -3.8% |
| 3M | +7.2% | +14.4% | -7.2% | +4.6% |
| 6M | +16.2% | +0.2% | +16.0% | +14.7% |
| YTD | +37.5% | -20.3% | +57.8% | +40.6% |
| 1Y | +53.2% | -16.1% | +69.4% | +54.7% |
| 3Y | +68.2% | -14.7% | +83.0% | +65.3% |
| 5Y | +65.2% | -43.2% | +108.4% | +58.1% |
| All | +62.3% | -30.9% | +93.2% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling