+47.3%
CSX vs PFG
+44.5%
+2.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +0.7% | +3.0% | -2.2% | -0.2% |
| 30D | +8.1% | +8.2% | -0.1% | +5.7% |
| 3M | +2.2% | +2.7% | -0.5% | +1.1% |
| 6M | +14.6% | +17.2% | -2.6% | +7.9% |
| YTD | +42.2% | +34.8% | +7.4% | +24.6% |
| 1Y | +47.3% | +43.6% | +3.8% | +23.8% |
| All | +47.3% | +44.5% | +2.8% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling