+414.9%
CSX vs PPG
+53.9%
+361.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.8% |
| 7D | +6.0% | +0.7% | +5.2% | +5.5% |
| 30D | +7.8% | +17.6% | -9.8% | -0.9% |
| 3M | +4.1% | +7.5% | -3.4% | 0.0% |
| 6M | +17.9% | +17.6% | +0.3% | +7.1% |
| YTD | +44.9% | +22.6% | +22.3% | +27.4% |
| 1Y | +51.1% | +28.0% | +23.1% | +29.7% |
| 3Y | +78.3% | +1.8% | +76.5% | +69.5% |
| 5Y | +58.1% | -15.5% | +73.6% | +63.0% |
| All | +414.9% | +53.9% | +361.0% | +257.8% |
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