+427.3%
CSX vs PFG
+195.7%
+231.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.6% |
| 7D | -5.5% | -0.6% | -4.9% | -5.2% |
| 30D | +4.9% | +2.0% | +2.9% | +4.0% |
| 3M | -2.9% | -3.2% | +0.3% | -1.6% |
| 6M | +8.3% | +10.9% | -2.6% | +2.5% |
| YTD | +36.7% | +28.8% | +7.9% | +20.0% |
| 1Y | +41.5% | +39.2% | +2.3% | +19.6% |
| 3Y | +68.6% | +75.0% | -6.4% | +25.6% |
| 5Y | +48.4% | +91.9% | -43.5% | +2.6% |
| All | +427.3% | +195.7% | +231.6% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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