+67.8%
CSX vs PNR
-17.2%
+85.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | -3.4% | -2.4% | -1.0% | -2.5% |
| 30D | -3.1% | -12.8% | +9.7% | +1.8% |
| 3M | +7.2% | -17.0% | +24.2% | +13.6% |
| 6M | +16.2% | -37.4% | +53.6% | +37.3% |
| YTD | +37.5% | -41.6% | +79.2% | +66.3% |
| 1Y | +53.2% | -44.6% | +97.9% | +89.2% |
| 3Y | +68.2% | -12.1% | +80.4% | +67.6% |
| All | +67.8% | -17.2% | +85.0% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling