+409.0%
CSX vs PTC
+315.4%
+93.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.1% |
| 7D | +0.7% | +1.3% | -0.6% | +0.3% |
| 30D | +8.1% | +1.1% | +7.0% | +7.7% |
| 3M | +2.2% | +30.1% | -28.0% | -7.4% |
| 6M | +14.6% | +34.0% | -19.4% | +1.7% |
| YTD | +42.2% | +12.8% | +29.4% | +33.0% |
| 1Y | +47.3% | +10.7% | +36.6% | +38.6% |
| 3Y | +73.5% | +29.6% | +43.9% | +50.4% |
| 5Y | +54.1% | +63.5% | -9.4% | +19.2% |
| 10Y | +409.0% | +316.7% | +92.3% | +114.5% |
| All | +409.0% | +315.4% | +93.6% | +114.5% |
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