+416.4%
CSX vs PH
+725.6%
-309.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | -0.3% | +6.9% | -7.2% | -3.7% |
| 30D | +8.7% | +1.7% | +7.0% | +7.0% |
| 3M | +4.2% | -8.1% | +12.4% | +7.9% |
| 6M | +16.7% | +11.5% | +5.2% | +8.4% |
| YTD | +44.5% | +11.4% | +33.1% | +33.7% |
| 1Y | +50.3% | +14.1% | +36.2% | +37.2% |
| 3Y | +76.3% | +138.2% | -61.9% | +3.7% |
| 5Y | +58.1% | +216.0% | -157.9% | -23.2% |
| 10Y | +416.4% | +710.0% | -293.6% | +38.5% |
| All | +416.4% | +725.6% | -309.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling