+120.0%
CSX vs PINS
-19.5%
+139.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.0% |
| 7D | +3.1% | -3.4% | +6.5% | +3.6% |
| 30D | +9.7% | -14.5% | +24.2% | +11.9% |
| 3M | +4.9% | -16.5% | +21.4% | +7.0% |
| 6M | +18.4% | -7.0% | +25.4% | +18.4% |
| YTD | +45.9% | -26.1% | +72.0% | +49.4% |
| 1Y | +50.0% | -30.0% | +80.0% | +54.7% |
| 3Y | +78.0% | -38.5% | +116.5% | +81.3% |
| 5Y | +59.2% | -58.4% | +117.6% | +64.0% |
| All | +120.0% | -19.5% | +139.5% | +46.7% |
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