+412.6%
CSX vs PH
+778.3%
-365.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.5% | +0.6% |
| 7D | -2.2% | +3.0% | -5.3% | -3.9% |
| 30D | +6.8% | -0.6% | +7.4% | +6.4% |
| 3M | +0.7% | -10.7% | +11.4% | +5.8% |
| 6M | +13.3% | +9.1% | +4.2% | +6.4% |
| YTD | +40.5% | +9.5% | +31.0% | +31.1% |
| 1Y | +44.7% | +14.0% | +30.6% | +32.0% |
| 3Y | +74.5% | +138.9% | -64.4% | +2.4% |
| 5Y | +52.0% | +209.1% | -157.1% | -25.3% |
| 10Y | +412.6% | +737.3% | -324.6% | +34.9% |
| All | +412.6% | +778.3% | -365.6% | +34.9% |
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