+48.2%
CSX vs PNR
-2.8%
+51.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -2.5% |
| 7D | -5.5% | +2.8% | -8.3% | -6.5% |
| 30D | +4.9% | +31.2% | -26.2% | -5.2% |
| 3M | -2.9% | -2.1% | -0.8% | -2.6% |
| 6M | +8.3% | -14.0% | +22.3% | +13.2% |
| YTD | +36.7% | -33.6% | +70.4% | +57.2% |
| 1Y | +41.5% | -35.2% | +76.7% | +64.2% |
| 3Y | +68.6% | +15.8% | +52.8% | +49.5% |
| All | +48.2% | -2.8% | +51.0% | +35.3% |
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