+1,136.1%
CSX vs PM
+841.2%
+294.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -0.2% |
| 7D | -2.7% | -3.4% | +0.7% | -1.1% |
| 30D | +7.0% | +5.8% | +1.2% | +4.1% |
| 3M | -0.3% | +6.7% | -6.9% | -3.6% |
| 6M | +13.5% | +19.9% | -6.4% | +2.9% |
| YTD | +41.5% | +27.8% | +13.7% | +23.4% |
| 1Y | +45.8% | +39.4% | +6.4% | +21.4% |
| 3Y | +74.4% | +146.9% | -72.5% | +2.3% |
| 5Y | +53.6% | +166.6% | -113.0% | -15.4% |
| 10Y | +465.6% | +242.1% | +223.5% | +151.3% |
| All | +1,136.1% | +841.2% | +294.9% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling