+74.5%
CSX vs PM
+146.5%
-72.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -2.0% |
| 7D | -2.7% | -3.4% | +0.7% | -2.4% |
| 30D | +7.0% | +5.8% | +1.2% | +6.6% |
| 3M | -0.3% | +6.7% | -6.9% | -0.7% |
| 6M | +13.5% | +19.9% | -6.4% | +12.0% |
| YTD | +41.5% | +27.8% | +13.7% | +39.3% |
| 1Y | +45.8% | +39.4% | +6.4% | +43.2% |
| All | +74.5% | +146.5% | -72.0% | +53.2% |
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