+10,299.8%
CSX vs PGR
+46,085.6%
-35,785.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.0% | +3.5% | +2.4% | +4.7% |
| 30D | +7.8% | +10.5% | -2.6% | +4.2% |
| 3M | +4.1% | +12.9% | -8.8% | -0.5% |
| 6M | +17.9% | +20.4% | -2.5% | +9.6% |
| YTD | +44.9% | +10.3% | +34.6% | +38.2% |
| 1Y | +51.1% | +12.5% | +38.6% | +43.0% |
| 3Y | +78.3% | +59.3% | +19.0% | +46.2% |
| 5Y | +58.1% | +173.9% | -115.8% | +3.7% |
| 10Y | +417.9% | +837.6% | -419.7% | +116.1% |
| All | +10,299.8% | +46,085.6% | -35,785.9% | +1,648.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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