+427.3%
CSX vs PTC
+334.9%
+92.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | +4.9% | +0.8% | +4.2% | +4.7% |
| 3M | -2.9% | +32.1% | -35.0% | -12.5% |
| 6M | +8.3% | +42.6% | -34.3% | -6.1% |
| YTD | +36.7% | +12.0% | +24.8% | +28.1% |
| 1Y | +41.5% | +12.2% | +29.3% | +32.4% |
| 3Y | +68.6% | +31.2% | +37.4% | +45.4% |
| 5Y | +48.4% | +54.9% | -6.4% | +17.2% |
| All | +427.3% | +334.9% | +92.4% | +127.0% |
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