+48.2%
CSX vs PDD
-1.2%
+49.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.3% |
| 7D | -5.5% | +5.6% | -11.1% | -5.7% |
| 30D | +4.9% | +5.8% | -0.8% | +4.7% |
| 3M | -2.9% | -8.6% | +5.8% | -2.5% |
| 6M | +8.3% | -18.8% | +27.2% | +9.1% |
| YTD | +36.7% | -26.8% | +63.5% | +38.2% |
| 1Y | +41.5% | -39.3% | +80.8% | +44.1% |
| 3Y | +68.6% | -22.5% | +91.1% | +68.3% |
| All | +48.2% | -1.2% | +49.4% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling