+58.1%
CSX vs PFG
+99.5%
-41.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | -0.3% | -2.2% | +1.9% | +0.6% |
| 30D | +8.7% | +6.4% | +2.3% | +6.0% |
| 3M | +4.2% | +2.2% | +2.0% | +3.0% |
| 6M | +16.7% | +16.3% | +0.4% | +8.8% |
| YTD | +44.5% | +33.2% | +11.2% | +26.5% |
| 1Y | +50.3% | +40.6% | +9.7% | +28.4% |
| 3Y | +76.3% | +83.3% | -7.0% | +32.8% |
| 5Y | +58.1% | +97.7% | -39.6% | +12.9% |
| All | +58.1% | +99.5% | -41.4% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling