+10,105.9%
CSX vs PPG
+3,083.8%
+7,022.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +0.7% | +3.2% | -2.5% | -1.0% |
| 30D | +8.1% | +20.4% | -12.3% | -2.6% |
| 3M | +2.2% | +8.4% | -6.2% | -2.5% |
| 6M | +14.6% | +15.6% | -1.0% | +4.4% |
| YTD | +42.2% | +24.4% | +17.8% | +23.1% |
| 1Y | +47.3% | +32.9% | +14.4% | +22.8% |
| 3Y | +73.5% | +3.7% | +69.8% | +62.3% |
| 5Y | +54.1% | -13.7% | +67.8% | +54.5% |
| 10Y | +409.0% | +55.5% | +353.5% | +251.5% |
| All | +10,105.9% | +3,083.8% | +7,022.2% | +1,562.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling