+479.2%
CSX vs PR
+76.6%
+402.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.2% | +3.1% |
| 7D | +0.1% | -12.1% | +12.2% | +1.1% |
| 30D | +9.7% | +0.9% | +8.8% | +9.6% |
| 3M | +2.3% | +10.1% | -7.9% | +1.3% |
| 6M | +17.1% | +1.1% | +16.0% | +16.6% |
| YTD | +44.9% | +63.7% | -18.8% | +38.5% |
| 1Y | +47.1% | +87.0% | -39.9% | +39.0% |
| 3Y | +78.6% | +70.7% | +7.8% | +68.6% |
| 5Y | +57.2% | +246.8% | -189.6% | +38.1% |
| 10Y | +479.2% | +72.6% | +406.6% | +445.6% |
| All | +479.2% | +76.6% | +402.6% | +445.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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