+418.4%
CSX vs PNC
+200.7%
+217.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +3.1% | +1.9% | +1.2% | +2.1% |
| 30D | +9.7% | +6.2% | +3.5% | +6.4% |
| 3M | +4.9% | -8.7% | +13.7% | +9.8% |
| 6M | +18.4% | +9.2% | +9.2% | +12.6% |
| YTD | +45.9% | +14.3% | +31.5% | +34.9% |
| 1Y | +50.0% | +27.7% | +22.3% | +30.9% |
| 3Y | +78.0% | +113.5% | -35.5% | +16.9% |
| 5Y | +59.2% | +36.7% | +22.4% | +28.8% |
| All | +418.4% | +200.7% | +217.7% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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