+57.2%
CSX vs PPL
+45.9%
+11.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +0.1% | +1.8% | -1.7% | -0.6% |
| 30D | +9.7% | +8.4% | +1.3% | +6.1% |
| 3M | +2.3% | +2.4% | -0.1% | +1.2% |
| 6M | +17.1% | -4.0% | +21.0% | +18.8% |
| YTD | +44.9% | +4.5% | +40.4% | +41.2% |
| 1Y | +47.1% | +1.7% | +45.4% | +45.0% |
| 3Y | +78.6% | +55.5% | +23.1% | +39.5% |
| 5Y | +57.2% | +47.0% | +10.2% | +25.9% |
| All | +57.2% | +45.9% | +11.3% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling