+113.4%
CSX vs PINS
-16.7%
+130.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.7% | +4.4% | -1.5% |
| 7D | -2.7% | -0.7% | -2.0% | -2.7% |
| 30D | +7.0% | -1.2% | +8.2% | +7.0% |
| 3M | -0.3% | -15.3% | +15.0% | +1.5% |
| 6M | +13.5% | -11.2% | +24.7% | +14.2% |
| YTD | +41.5% | -23.6% | +65.1% | +44.2% |
| 1Y | +45.8% | -23.1% | +68.9% | +48.4% |
| 3Y | +74.4% | -36.0% | +110.4% | +76.6% |
| 5Y | +53.6% | -57.2% | +110.8% | +57.7% |
| All | +113.4% | -16.7% | +130.0% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling