+427.3%
CSX vs PWR
+1,832.8%
-1,405.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.3% | -9.6% | -5.3% |
| 7D | -5.5% | -12.9% | +7.3% | -2.2% |
| 30D | +4.9% | -22.8% | +27.8% | +12.4% |
| 3M | -2.9% | -19.0% | +16.2% | +1.9% |
| 6M | +8.3% | -31.1% | +39.5% | +18.6% |
| YTD | +36.7% | +28.2% | +8.5% | +18.0% |
| 1Y | +41.5% | +22.2% | +19.3% | +23.9% |
| 3Y | +68.6% | +222.1% | -153.5% | -8.4% |
| 5Y | +48.4% | +364.1% | -315.6% | -35.8% |
| All | +427.3% | +1,832.8% | -1,405.5% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling