+107.4%
CSX vs PINS
-14.1%
+121.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.1% |
| 7D | -3.4% | -12.0% | +8.6% | -1.7% |
| 30D | -3.1% | -12.7% | +9.6% | -1.4% |
| 3M | +7.2% | -5.5% | +12.7% | +7.5% |
| 6M | +16.2% | +5.3% | +10.9% | +14.3% |
| YTD | +37.5% | -21.2% | +58.8% | +40.1% |
| 1Y | +53.2% | -45.0% | +98.3% | +63.5% |
| 3Y | +68.2% | -26.2% | +94.5% | +66.7% |
| 5Y | +65.2% | -64.0% | +129.2% | +74.7% |
| All | +107.4% | -14.1% | +121.5% | +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 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