+47.1%
CSX vs PTC
+0.1%
+47.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +9.7% | +1.5% | +8.2% | +9.8% |
| 3M | +2.3% | +37.8% | -35.5% | +2.8% |
| 6M | +17.1% | +41.2% | -24.2% | +17.7% |
| YTD | +44.9% | +12.0% | +32.9% | +49.2% |
| 1Y | +47.1% | +1.6% | +45.5% | +54.6% |
| All | +47.1% | +0.1% | +47.0% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling