+106.2%
CSX vs PINS
-20.2%
+126.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.8% | -2.8% |
| 7D | -5.5% | -2.1% | -3.5% | -5.3% |
| 30D | +4.9% | -6.6% | +11.6% | +5.7% |
| 3M | -2.9% | -18.7% | +15.9% | -0.6% |
| 6M | +8.3% | -10.4% | +18.7% | +8.9% |
| YTD | +36.7% | -26.8% | +63.5% | +40.2% |
| 1Y | +41.5% | -27.9% | +69.4% | +45.3% |
| 3Y | +68.6% | -38.7% | +107.3% | +71.8% |
| 5Y | +48.4% | -59.0% | +107.4% | +53.3% |
| All | +106.2% | -20.2% | +126.4% | +37.6% |
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