+67.8%
CSX vs PFGC
+111.4%
-43.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -3.4% | -2.2% | -1.2% | -2.8% |
| 30D | -3.1% | -11.9% | +8.9% | +0.1% |
| 3M | +7.2% | +5.0% | +2.2% | +5.3% |
| 6M | +16.2% | +8.6% | +7.6% | +12.8% |
| YTD | +37.5% | +9.7% | +27.9% | +32.5% |
| 1Y | +53.2% | -6.3% | +59.5% | +54.3% |
| 3Y | +68.2% | +58.2% | +10.0% | +45.0% |
| All | +67.8% | +111.4% | -43.6% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling