+9,714.3%
CSX vs PNR
+4,166.7%
+5,547.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -2.5% |
| 7D | -5.5% | +2.8% | -8.3% | -6.6% |
| 30D | +4.9% | +31.2% | -26.2% | -5.8% |
| 3M | -2.9% | -2.1% | -0.8% | -2.7% |
| 6M | +8.3% | -14.0% | +22.3% | +12.9% |
| YTD | +36.7% | -33.6% | +70.4% | +56.2% |
| 1Y | +41.5% | -35.2% | +76.7% | +63.0% |
| 3Y | +68.6% | +15.8% | +52.8% | +52.6% |
| 5Y | +48.4% | -1.8% | +50.3% | +40.4% |
| 10Y | +446.6% | +117.0% | +329.6% | +276.7% |
| All | +9,714.3% | +4,166.7% | +5,547.7% | +3,498.8% |
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