+9,772.3%
CSX vs PNR
+3,652.8%
+6,119.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | +7.2% | -17.0% | +24.2% | +13.8% |
| 6M | +16.2% | -37.4% | +53.6% | +37.0% |
| YTD | +37.5% | -41.6% | +79.2% | +65.8% |
| 1Y | +53.2% | -44.6% | +97.9% | +88.3% |
| 3Y | +68.2% | -12.1% | +80.4% | +69.8% |
| 5Y | +65.2% | -17.4% | +82.6% | +67.6% |
| 10Y | +504.1% | +64.0% | +440.1% | +362.3% |
| All | +9,772.3% | +3,652.8% | +6,119.4% | +3,720.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling