+67.8%
CSX vs PPL
+39.5%
+28.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | +2.7% | -6.0% | -4.5% |
| 30D | -3.1% | +0.5% | -3.5% | -3.4% |
| 3M | +7.2% | +0.7% | +6.5% | +6.6% |
| 6M | +16.2% | -7.6% | +23.8% | +19.8% |
| YTD | +37.5% | +1.8% | +35.7% | +35.5% |
| 1Y | +53.2% | -0.8% | +54.0% | +52.6% |
| 3Y | +68.2% | +56.9% | +11.4% | +30.0% |
| All | +67.8% | +39.5% | +28.3% | +38.7% |
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