+118.5%
CSX vs PINS
-19.4%
+137.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +6.0% | +1.0% | +5.0% | +5.8% |
| 30D | +7.8% | -12.0% | +19.8% | +9.5% |
| 3M | +4.1% | -17.9% | +22.0% | +6.4% |
| 6M | +17.9% | -1.0% | +18.9% | +16.9% |
| YTD | +44.9% | -26.0% | +70.9% | +48.3% |
| 1Y | +51.1% | -28.5% | +79.6% | +55.4% |
| 3Y | +78.3% | -39.2% | +117.5% | +81.9% |
| 5Y | +58.1% | -58.3% | +116.4% | +62.9% |
| All | +118.5% | -19.4% | +137.9% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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