+3,682.3%
CSX vs PFG
+1,015.3%
+2,667.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | -3.4% | +5.5% | -8.9% | -5.4% |
| 30D | -3.1% | +2.4% | -5.4% | -4.1% |
| 3M | +7.2% | +13.6% | -6.4% | +1.9% |
| 6M | +16.2% | +27.9% | -11.7% | +5.6% |
| YTD | +37.5% | +35.6% | +2.0% | +22.1% |
| 1Y | +53.2% | +48.5% | +4.8% | +31.3% |
| 3Y | +68.2% | +66.9% | +1.4% | +36.8% |
| 5Y | +65.2% | +111.0% | -45.7% | +21.2% |
| 10Y | +504.1% | +244.5% | +259.6% | +254.3% |
| All | +3,682.3% | +1,015.3% | +2,667.0% | +1,222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling