+67.8%
CSX vs PNC
+53.4%
+14.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.4% | +1.4% | -4.8% | -3.9% |
| 30D | -3.1% | -3.8% | +0.7% | -1.5% |
| 3M | +7.2% | +9.0% | -1.8% | +3.0% |
| 6M | +16.2% | +16.6% | -0.5% | +8.3% |
| YTD | +37.5% | +20.4% | +17.1% | +26.1% |
| 1Y | +53.2% | +22.3% | +30.9% | +39.3% |
| 3Y | +68.2% | +124.5% | -56.3% | +18.4% |
| All | +67.8% | +53.4% | +14.4% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling