+58.1%
CSX vs PFGC
+129.7%
-71.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.3% | +1.5% | -1.8% | -0.7% |
| 30D | +8.7% | +17.4% | -8.7% | +3.8% |
| 3M | +4.2% | -2.4% | +6.6% | +4.5% |
| 6M | +16.7% | +18.2% | -1.5% | +10.5% |
| YTD | +44.5% | +23.7% | +20.8% | +34.1% |
| 1Y | +50.3% | +15.0% | +35.3% | +42.5% |
| 3Y | +76.3% | +82.3% | -6.0% | +44.6% |
| 5Y | +58.1% | +131.9% | -73.8% | +18.3% |
| All | +58.1% | +129.7% | -71.6% | +18.3% |
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