+909.7%
CSX vs PSLV
+61.5%
+848.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.4% | +1.3% |
| 7D | +3.1% | -4.3% | +7.4% | +3.5% |
| 30D | +9.7% | -16.6% | +26.3% | +11.4% |
| 3M | +4.9% | -24.6% | +29.5% | +7.4% |
| 6M | +18.4% | -42.5% | +60.9% | +24.1% |
| YTD | +45.9% | -31.7% | +77.6% | +48.0% |
| 1Y | +50.0% | -8.7% | +58.6% | +47.0% |
| 3Y | +78.0% | +113.6% | -35.6% | +56.9% |
| 5Y | +59.2% | +83.3% | -24.2% | +41.6% |
| 10Y | +421.4% | +143.2% | +278.2% | +340.4% |
| All | +909.7% | +61.5% | +848.2% | +743.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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