+427.3%
CSX vs PH
+759.6%
-332.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.2% | -4.8% |
| 7D | -5.5% | +2.0% | -7.5% | -6.7% |
| 30D | +4.9% | -3.7% | +8.6% | +6.2% |
| 3M | -2.9% | -14.0% | +11.2% | +4.1% |
| 6M | +8.3% | +2.1% | +6.2% | +5.3% |
| YTD | +36.7% | +5.1% | +31.7% | +30.3% |
| 1Y | +41.5% | +10.9% | +30.6% | +30.9% |
| 3Y | +68.6% | +132.9% | -64.3% | 0.0% |
| 5Y | +48.4% | +200.1% | -151.6% | -26.2% |
| All | +427.3% | +759.6% | -332.2% | +29.2% |
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