+48.2%
CSX vs PPG
-16.6%
+64.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.1% |
| 7D | -5.5% | +2.4% | -7.9% | -6.5% |
| 30D | +4.9% | +16.5% | -11.5% | -1.5% |
| 3M | -2.9% | +5.1% | -8.0% | -5.0% |
| 6M | +8.3% | +11.1% | -2.8% | +2.8% |
| YTD | +36.7% | +21.7% | +15.1% | +23.8% |
| 1Y | +41.5% | +32.0% | +9.5% | +23.6% |
| 3Y | +68.6% | +2.8% | +65.9% | +61.5% |
| All | +48.2% | -16.6% | +64.8% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling