+53.6%
CSX vs PDD
-3.5%
+57.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.4% |
| 7D | -2.7% | +5.9% | -8.6% | -2.9% |
| 30D | +7.0% | +7.1% | -0.1% | +6.7% |
| 3M | -0.3% | -7.7% | +7.4% | 0.0% |
| 6M | +13.5% | -13.2% | +26.8% | +14.0% |
| YTD | +41.5% | -26.0% | +67.5% | +43.0% |
| 1Y | +45.8% | -38.4% | +84.2% | +48.3% |
| 3Y | +74.4% | -21.1% | +95.5% | +73.9% |
| 5Y | +53.6% | +0.3% | +53.3% | +47.6% |
| All | +53.6% | -3.5% | +57.1% | +47.6% |
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