+409.0%
CSX vs PM
+242.6%
+166.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +0.7% | -6.6% | +7.3% | +3.1% |
| 30D | +8.1% | -3.4% | +11.5% | +9.4% |
| 3M | +2.2% | +5.3% | -3.1% | +0.1% |
| 6M | +14.6% | +15.5% | -0.9% | +7.9% |
| YTD | +42.2% | +24.3% | +17.9% | +29.7% |
| 1Y | +47.3% | +29.7% | +17.6% | +32.0% |
| 3Y | +73.5% | +144.9% | -71.4% | +13.4% |
| 5Y | +54.1% | +159.0% | -104.9% | -3.5% |
| 10Y | +409.0% | +250.9% | +158.0% | +194.2% |
| All | +409.0% | +242.6% | +166.4% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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