+416.4%
CSX vs PTC
+317.3%
+99.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | +8.7% | +0.9% | +7.8% | +8.4% |
| 3M | +4.2% | +30.4% | -26.2% | -5.7% |
| 6M | +16.7% | +34.4% | -17.7% | +3.4% |
| YTD | +44.5% | +12.6% | +31.9% | +35.2% |
| 1Y | +50.3% | +10.2% | +40.1% | +41.6% |
| 3Y | +76.3% | +29.4% | +46.9% | +52.9% |
| 5Y | +58.1% | +63.7% | -5.6% | +22.3% |
| 10Y | +416.4% | +316.9% | +99.5% | +117.7% |
| All | +416.4% | +317.3% | +99.1% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling