+58.3%
CSX vs PNC
+36.8%
+21.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +6.0% | +3.1% | +2.9% | +4.6% |
| 30D | +7.8% | +7.6% | +0.2% | +4.5% |
| 3M | +4.1% | -8.1% | +12.2% | +7.8% |
| 6M | +17.9% | +12.6% | +5.3% | +11.5% |
| YTD | +44.9% | +15.0% | +29.9% | +35.4% |
| 1Y | +51.1% | +30.4% | +20.7% | +33.5% |
| 3Y | +78.3% | +116.1% | -37.9% | +27.4% |
| All | +58.3% | +36.8% | +21.5% | +34.7% |
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