+17.1%
CSX vs PRU
+32.7%
-15.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.6% | -4.0% | +0.5% |
| 7D | +0.1% | +9.8% | -9.6% | -2.8% |
| 30D | +9.7% | +11.6% | -1.8% | +6.2% |
| 3M | +2.3% | +3.7% | -1.4% | +0.3% |
| 6M | +17.1% | +33.0% | -15.9% | +6.5% |
| All | +17.1% | +32.7% | -15.6% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 6mo: compounded portfolio wealth divided by compounded PRU 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…
6mo analysis · Full analysis span regression · 6 months rolling