+68.6%
CSX vs PM
+144.1%
-75.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.2% |
| 7D | -5.5% | -5.2% | -0.3% | -5.1% |
| 30D | +4.9% | +2.7% | +2.2% | +4.8% |
| 3M | -2.9% | +6.1% | -9.0% | -3.2% |
| 6M | +8.3% | +18.0% | -9.7% | +7.1% |
| YTD | +36.7% | +26.6% | +10.2% | +34.8% |
| 1Y | +41.5% | +36.7% | +4.8% | +39.2% |
| 3Y | +68.6% | +146.0% | -77.4% | +48.2% |
| All | +68.6% | +144.1% | -75.5% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling