+133.2%
CSX vs PDD
+210.2%
-77.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.8% |
| 7D | -3.4% | -4.1% | +0.7% | -3.2% |
| 30D | -3.1% | -9.6% | +6.5% | -2.6% |
| 3M | +7.2% | -4.3% | +11.4% | +7.3% |
| 6M | +16.2% | -18.8% | +34.9% | +17.3% |
| YTD | +37.5% | -27.5% | +65.0% | +39.6% |
| 1Y | +53.2% | -33.6% | +86.9% | +56.2% |
| 3Y | +68.2% | -20.4% | +88.6% | +67.4% |
| 5Y | +65.2% | -19.6% | +84.8% | +59.3% |
| All | +133.2% | +210.2% | -77.0% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling