+496.7%
CSX vs PNC
+268.7%
+228.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -0.6% | -0.7% | +0.2% | -0.2% |
| 30D | -3.2% | -4.4% | +1.2% | -1.1% |
| 3M | +2.6% | +4.5% | -1.9% | 0.0% |
| 6M | +19.8% | +19.1% | +0.8% | +9.1% |
| YTD | +34.7% | +18.0% | +16.6% | +22.7% |
| 1Y | +52.1% | +24.1% | +28.1% | +34.8% |
| 3Y | +68.4% | +130.0% | -61.6% | +6.2% |
| 5Y | +65.1% | +50.4% | +14.7% | +26.6% |
| 10Y | +496.7% | +271.3% | +225.4% | +186.5% |
| All | +496.7% | +268.7% | +228.0% | +186.5% |
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