+9,772.3%
CSX vs PPG
+2,762.5%
+7,009.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | 0.0% |
| 7D | -3.4% | -1.5% | -1.9% | -2.6% |
| 30D | -3.1% | -5.0% | +1.9% | -0.4% |
| 3M | +7.2% | +1.1% | +6.0% | +5.6% |
| 6M | +16.2% | -3.2% | +19.3% | +16.3% |
| YTD | +37.5% | +11.9% | +25.7% | +26.6% |
| 1Y | +53.2% | +5.3% | +47.9% | +45.1% |
| 3Y | +68.2% | -15.0% | +83.2% | +75.8% |
| 5Y | +65.2% | -19.6% | +84.8% | +72.3% |
| 10Y | +504.1% | +27.0% | +477.1% | +366.3% |
| All | +9,772.3% | +2,762.5% | +7,009.8% | +1,609.9% |
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