+504.6%
CSX vs PH
+804.1%
-299.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -3.4% | -3.1% | -0.3% | -1.8% |
| 30D | -3.1% | -3.2% | +0.2% | -1.7% |
| 3M | +7.2% | +10.6% | -3.4% | +0.9% |
| 6M | +16.2% | -2.1% | +18.3% | +16.2% |
| YTD | +37.5% | +10.2% | +27.4% | +29.0% |
| 1Y | +53.2% | +28.2% | +25.0% | +31.8% |
| 3Y | +68.2% | +134.9% | -66.6% | -0.1% |
| 5Y | +65.2% | +253.6% | -188.4% | -24.8% |
| All | +504.6% | +804.1% | -299.6% | +45.6% |
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