+3,791.0%
CSX vs PFG
+978.4%
+2,812.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -0.9% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +7.0% | +2.8% | +4.2% | +5.9% |
| 3M | -0.3% | -1.0% | +0.7% | -0.1% |
| 6M | +13.5% | +13.6% | -0.1% | +7.8% |
| YTD | +41.5% | +31.1% | +10.4% | +27.2% |
| 1Y | +45.8% | +43.8% | +2.0% | +26.5% |
| 3Y | +74.4% | +75.0% | -0.6% | +39.4% |
| 5Y | +53.6% | +95.2% | -41.6% | +16.0% |
| 10Y | +465.6% | +207.5% | +258.1% | +245.2% |
| All | +3,791.0% | +978.4% | +2,812.6% | +1,277.3% |
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