+490.1%
CSX vs PFG
+246.6%
+243.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.6% |
| 7D | -3.4% | +5.5% | -8.9% | -5.9% |
| 30D | -3.1% | +2.4% | -5.4% | -4.3% |
| 3M | +7.2% | +13.6% | -6.4% | +0.4% |
| 6M | +16.2% | +27.9% | -11.7% | +2.7% |
| YTD | +37.5% | +35.6% | +2.0% | +17.9% |
| 1Y | +53.2% | +48.5% | +4.8% | +25.5% |
| 3Y | +68.2% | +66.9% | +1.4% | +28.2% |
| 5Y | +65.2% | +111.0% | -45.7% | +9.1% |
| All | +490.1% | +246.6% | +243.5% | +177.6% |
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