+567.9%
CSX vs PFGC
+477.3%
+90.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -2.7% | +12.5% | -15.2% | -5.6% |
| 30D | +7.0% | +17.0% | -9.9% | +2.9% |
| 3M | -0.3% | -2.1% | +1.8% | -0.2% |
| 6M | +13.5% | +25.9% | -12.4% | +6.7% |
| YTD | +41.5% | +22.0% | +19.5% | +33.4% |
| 1Y | +45.8% | +14.8% | +30.9% | +39.3% |
| 3Y | +74.4% | +80.8% | -6.5% | +48.3% |
| 5Y | +53.6% | +126.0% | -72.3% | +21.3% |
| 10Y | +465.6% | +363.8% | +101.9% | +279.3% |
| All | +567.9% | +477.3% | +90.7% | +330.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling