+427.3%
CSX vs PFGC
+347.9%
+79.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.9% |
| 7D | -5.5% | +8.5% | -14.1% | -7.6% |
| 30D | +4.9% | +15.0% | -10.1% | +1.2% |
| 3M | -2.9% | -6.2% | +3.3% | -1.7% |
| 6M | +8.3% | +15.7% | -7.4% | +3.9% |
| YTD | +36.7% | +19.6% | +17.2% | +29.4% |
| 1Y | +41.5% | +13.2% | +28.3% | +35.6% |
| 3Y | +68.6% | +77.0% | -8.3% | +43.7% |
| 5Y | +48.4% | +121.5% | -73.0% | +17.1% |
| All | +427.3% | +347.9% | +79.4% | +290.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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