+73.5%
CSX vs PFGC
+84.6%
-11.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +0.7% | +15.0% | -14.3% | -3.3% |
| 30D | +8.1% | +17.0% | -8.9% | +3.3% |
| 3M | +2.2% | -2.5% | +4.6% | +2.7% |
| 6M | +14.6% | +19.2% | -4.6% | +8.0% |
| YTD | +42.2% | +23.4% | +18.8% | +31.2% |
| 1Y | +47.3% | +13.9% | +33.5% | +39.9% |
| 3Y | +73.5% | +82.0% | -8.5% | +42.7% |
| All | +73.5% | +84.6% | -11.1% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling