+74.5%
CSX vs PTC
+31.8%
+42.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +7.0% | +0.8% | +6.2% | +6.9% |
| 3M | -0.3% | +39.6% | -39.9% | -5.3% |
| 6M | +13.5% | +41.5% | -27.9% | +7.0% |
| YTD | +41.5% | +11.7% | +29.8% | +42.1% |
| 1Y | +45.8% | +2.4% | +43.3% | +50.2% |
| All | +74.5% | +31.8% | +42.7% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling