+41.5%
CSX vs PTC
+5.5%
+36.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | +4.9% | +0.8% | +4.2% | +4.9% |
| 3M | -2.9% | +32.1% | -35.0% | -2.4% |
| 6M | +8.3% | +42.6% | -34.3% | +9.1% |
| YTD | +36.7% | +12.0% | +24.8% | +42.0% |
| 1Y | +41.5% | +12.2% | +29.3% | +46.5% |
| All | +41.5% | +5.5% | +36.0% | +46.5% |
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 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