+445.7%
CSX vs PPL
+62.9%
+382.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | -2.7% | +1.0% | -3.7% | -3.2% |
| 30D | +7.0% | +6.8% | +0.2% | +3.7% |
| 3M | -0.3% | +3.9% | -4.2% | -2.2% |
| 6M | +13.5% | -2.0% | +15.6% | +14.2% |
| YTD | +41.5% | +5.3% | +36.2% | +37.1% |
| 1Y | +45.8% | +2.2% | +43.6% | +43.1% |
| 3Y | +74.4% | +56.7% | +17.7% | +36.3% |
| 5Y | +53.6% | +49.1% | +4.5% | +22.2% |
| All | +445.7% | +62.9% | +382.8% | +317.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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