+9,772.3%
CSX vs PNC
+4,099.5%
+5,672.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | +7.2% | +9.0% | -1.8% | +3.5% |
| 6M | +16.2% | +16.6% | -0.5% | +9.3% |
| YTD | +37.5% | +20.4% | +17.1% | +27.5% |
| 1Y | +53.2% | +22.3% | +30.9% | +41.0% |
| 3Y | +68.2% | +124.5% | -56.3% | +21.7% |
| 5Y | +65.2% | +54.1% | +11.2% | +35.2% |
| 10Y | +504.1% | +276.3% | +227.9% | +248.5% |
| All | +9,772.3% | +4,099.5% | +5,672.7% | +2,143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling