+414.9%
CSX vs PFGC
+351.0%
+63.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +6.0% | +3.4% | +2.6% | +5.1% |
| 30D | +7.8% | +16.9% | -9.1% | +3.5% |
| 3M | +4.1% | +6.4% | -2.3% | +2.2% |
| 6M | +17.9% | +16.0% | +1.9% | +13.0% |
| YTD | +44.9% | +23.6% | +21.3% | +35.9% |
| 1Y | +51.1% | +16.6% | +34.5% | +43.7% |
| 3Y | +78.3% | +82.3% | -4.0% | +50.6% |
| 5Y | +58.1% | +138.7% | -80.6% | +22.3% |
| All | +414.9% | +351.0% | +63.9% | +274.8% |
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