+74.5%
CSX vs PWR
+202.1%
-127.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.3% | +10.0% | -1.3% |
| 7D | -2.7% | -19.9% | +17.2% | -1.1% |
| 30D | +7.0% | -29.3% | +36.3% | +10.0% |
| 3M | -0.3% | -25.5% | +25.2% | +1.9% |
| 6M | +13.5% | -34.0% | +47.6% | +17.5% |
| YTD | +41.5% | +20.7% | +20.8% | +36.0% |
| 1Y | +45.8% | +12.3% | +33.4% | +41.1% |
| All | +74.5% | +202.1% | -127.6% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling