+10,056.0%
CSX vs PTC
+8,796.0%
+1,260.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.7% |
| 6M | +13.5% | +41.5% | -27.9% | +5.4% |
| YTD | +41.5% | +11.7% | +29.8% | +36.2% |
| 1Y | +45.8% | +2.4% | +43.3% | +42.2% |
| 3Y | +74.4% | +31.9% | +42.5% | +62.1% |
| 5Y | +53.6% | +54.5% | -0.9% | +37.9% |
| 10Y | +465.6% | +342.1% | +123.5% | +323.6% |
| All | +10,056.0% | +8,796.0% | +1,260.0% | +3,699.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling