+131.8%
CSX vs PDD
+213.3%
-81.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.3% |
| 7D | -5.5% | +5.6% | -11.1% | -5.8% |
| 30D | +4.9% | +5.8% | -0.8% | +4.6% |
| 3M | -2.9% | -8.6% | +5.8% | -2.4% |
| 6M | +8.3% | -18.8% | +27.2% | +9.4% |
| YTD | +36.7% | -26.8% | +63.5% | +38.7% |
| 1Y | +41.5% | -39.3% | +80.8% | +44.9% |
| 3Y | +68.6% | -22.5% | +91.1% | +68.1% |
| 5Y | +48.4% | -0.8% | +49.2% | +41.3% |
| All | +131.8% | +213.3% | -81.5% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling