+9,772.3%
CSX vs PSA
+14,185.8%
-4,413.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -3.4% | -3.7% | +0.3% | -2.1% |
| 30D | -3.1% | -7.7% | +4.7% | -0.3% |
| 3M | +7.2% | -0.6% | +7.8% | +7.3% |
| 6M | +16.2% | -0.9% | +17.1% | +16.2% |
| YTD | +37.5% | +18.7% | +18.9% | +28.8% |
| 1Y | +53.2% | +7.6% | +45.6% | +48.4% |
| 3Y | +68.2% | +23.7% | +44.6% | +52.6% |
| 5Y | +65.2% | +13.7% | +51.6% | +52.5% |
| 10Y | +504.1% | +98.9% | +405.3% | +347.4% |
| All | +9,772.3% | +14,185.8% | -4,413.5% | +3,765.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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