+57.2%
CSX vs PR
+239.6%
-182.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.2% | +3.6% |
| 7D | +0.1% | -12.1% | +12.2% | +1.9% |
| 30D | +9.7% | +0.9% | +8.8% | +9.4% |
| 3M | +2.3% | +10.1% | -7.9% | +0.4% |
| 6M | +17.1% | +1.1% | +16.0% | +16.2% |
| YTD | +44.9% | +63.7% | -18.8% | +32.9% |
| 1Y | +47.1% | +87.0% | -39.9% | +32.0% |
| 3Y | +78.6% | +70.7% | +7.8% | +59.4% |
| 5Y | +57.2% | +246.8% | -189.6% | +21.3% |
| All | +57.2% | +239.6% | -182.4% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling