+4,000.8%
CSX vs PRU
+840.8%
+3,160.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.6% | -4.0% | +0.1% |
| 7D | +0.1% | +9.8% | -9.6% | -3.4% |
| 30D | +9.7% | +11.6% | -1.8% | +5.2% |
| 3M | +2.3% | +3.7% | -1.4% | +0.7% |
| 6M | +17.1% | +33.0% | -15.9% | +4.6% |
| YTD | +44.9% | +16.6% | +28.3% | +35.5% |
| 1Y | +47.1% | +26.9% | +20.2% | +33.2% |
| 3Y | +78.6% | +55.7% | +22.8% | +48.1% |
| 5Y | +57.2% | +44.5% | +12.7% | +32.4% |
| 10Y | +479.2% | +133.1% | +346.1% | +288.9% |
| All | +4,000.8% | +840.8% | +3,160.0% | +1,205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling