+496.7%
CSX vs PPG
+23.8%
+472.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.1% |
| 7D | -0.6% | -3.7% | +3.2% | +1.3% |
| 30D | -3.2% | -7.2% | +4.0% | +0.5% |
| 3M | +2.6% | -7.3% | +9.9% | +5.8% |
| 6M | +19.8% | +0.3% | +19.6% | +17.8% |
| YTD | +34.7% | +6.5% | +28.1% | +27.6% |
| 1Y | +52.1% | +0.5% | +51.6% | +48.0% |
| 3Y | +68.4% | -15.3% | +83.7% | +76.3% |
| 5Y | +65.1% | -22.9% | +88.0% | +77.5% |
| 10Y | +496.7% | +28.4% | +468.3% | +359.1% |
| All | +496.7% | +23.8% | +472.9% | +359.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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