+2,848.7%
CSX vs PLD
+1,643.5%
+1,205.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.9% | +2.0% |
| 7D | +0.1% | +4.9% | -4.8% | -1.7% |
| 30D | +9.7% | +2.6% | +7.2% | +8.6% |
| 3M | +2.3% | -4.8% | +7.1% | +4.0% |
| 6M | +17.1% | -3.9% | +21.0% | +18.3% |
| YTD | +44.9% | +5.3% | +39.6% | +41.5% |
| 1Y | +47.1% | +9.3% | +37.8% | +41.6% |
| 3Y | +78.6% | +35.8% | +42.8% | +55.5% |
| 5Y | +57.2% | +2.9% | +54.3% | +49.3% |
| 10Y | +479.2% | +253.4% | +225.7% | +243.2% |
| All | +2,848.7% | +1,643.5% | +1,205.2% | +739.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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