+482.4%
CSX vs PNR
+62.2%
+420.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.4% |
| 7D | +0.6% | -3.0% | +3.6% | +2.1% |
| 30D | -2.3% | -14.9% | +12.6% | +5.5% |
| 3M | +4.3% | -19.0% | +23.3% | +13.8% |
| 6M | +23.4% | -35.9% | +59.3% | +50.6% |
| YTD | +36.4% | -43.1% | +79.6% | +75.8% |
| 1Y | +53.0% | -46.4% | +99.4% | +103.0% |
| 3Y | +70.6% | -10.8% | +81.5% | +67.2% |
| 5Y | +65.5% | -18.9% | +84.3% | +66.7% |
| 10Y | +482.4% | +64.4% | +417.9% | +255.1% |
| All | +482.4% | +62.2% | +420.1% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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