+412.6%
CSX vs PFG
+203.0%
+209.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.3% | +0.9% |
| 7D | -2.2% | +2.3% | -4.5% | -3.2% |
| 30D | +6.8% | +7.6% | -0.8% | +3.2% |
| 3M | +0.7% | +2.5% | -1.8% | -0.7% |
| 6M | +13.3% | +16.6% | -3.4% | +4.6% |
| YTD | +40.5% | +34.1% | +6.5% | +21.1% |
| 1Y | +44.7% | +44.1% | +0.6% | +20.4% |
| 3Y | +74.5% | +86.3% | -11.8% | +26.3% |
| 5Y | +52.0% | +101.6% | -49.6% | +2.8% |
| 10Y | +412.6% | +197.9% | +214.8% | +165.5% |
| All | +412.6% | +203.0% | +209.6% | +165.5% |
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