+1,101.6%
CSX vs PM
+752.6%
+349.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.8% |
| 7D | -3.4% | -4.9% | +1.5% | -1.1% |
| 30D | -3.1% | -3.4% | +0.3% | -1.7% |
| 3M | +7.2% | +5.2% | +2.0% | +3.8% |
| 6M | +16.2% | +3.7% | +12.5% | +12.4% |
| YTD | +37.5% | +15.8% | +21.8% | +25.8% |
| 1Y | +53.2% | +17.4% | +35.9% | +38.4% |
| 3Y | +68.2% | +116.9% | -48.7% | +5.2% |
| 5Y | +65.2% | +117.3% | -52.1% | +1.3% |
| 10Y | +504.1% | +193.8% | +310.4% | +191.3% |
| All | +1,101.6% | +752.6% | +349.0% | +163.3% |
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