+47.1%
CSX vs PWR
+31.4%
+15.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.7% | +14.3% | +3.1% |
| 7D | +0.1% | -4.4% | +4.5% | +0.1% |
| 30D | +9.7% | -15.1% | +24.8% | +10.8% |
| 3M | +2.3% | -16.2% | +18.5% | +3.4% |
| 6M | +17.1% | -23.3% | +40.4% | +20.5% |
| YTD | +44.9% | +37.6% | +7.3% | +36.2% |
| 1Y | +47.1% | +32.4% | +14.7% | +38.1% |
| All | +47.1% | +31.4% | +15.7% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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