+111.9%
CSX vs PINS
-19.7%
+131.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.2% | +2.7% |
| 7D | -2.2% | -6.2% | +3.9% | -1.4% |
| 30D | +6.8% | -10.9% | +17.7% | +8.3% |
| 3M | +0.7% | -19.5% | +20.2% | +3.2% |
| 6M | +13.3% | -10.4% | +23.6% | +13.8% |
| YTD | +40.5% | -26.4% | +66.9% | +44.0% |
| 1Y | +44.7% | -29.6% | +74.3% | +49.1% |
| 3Y | +74.5% | -39.0% | +113.5% | +77.9% |
| 5Y | +52.0% | -59.1% | +111.1% | +57.1% |
| All | +111.9% | -19.7% | +131.7% | +41.4% |
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