+504.6%
CSX vs PTC
+224.0%
+280.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +2.8% |
| 7D | -3.4% | -10.3% | +6.9% | 0.0% |
| 30D | -3.1% | +1.1% | -4.2% | -3.8% |
| 3M | +7.2% | +1.6% | +5.6% | +5.3% |
| 6M | +16.2% | -13.5% | +29.6% | +19.9% |
| YTD | +37.5% | -19.1% | +56.6% | +44.8% |
| 1Y | +53.2% | -33.9% | +87.1% | +73.1% |
| 3Y | +68.2% | -3.9% | +72.1% | +62.0% |
| 5Y | +65.2% | +6.0% | +59.2% | +49.5% |
| All | +504.6% | +224.0% | +280.5% | +196.6% |
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 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