+9,772.3%
CSX vs PPL
+2,096.5%
+7,675.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | +2.7% | -6.0% | -4.4% |
| 30D | -3.1% | +0.5% | -3.5% | -3.4% |
| 3M | +7.2% | +0.7% | +6.5% | +6.7% |
| 6M | +16.2% | -7.6% | +23.8% | +19.5% |
| YTD | +37.5% | +1.8% | +35.7% | +35.8% |
| 1Y | +53.2% | -0.8% | +54.0% | +52.7% |
| 3Y | +68.2% | +56.9% | +11.4% | +37.5% |
| 5Y | +65.2% | +39.5% | +25.7% | +41.2% |
| 10Y | +504.1% | +55.4% | +448.7% | +379.0% |
| All | +9,772.3% | +2,096.5% | +7,675.8% | +3,068.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling