+72.2%
CSX vs PWR
+195.8%
-123.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -3.4% | +3.6% | -7.0% | -3.8% |
| 30D | -3.1% | -8.6% | +5.5% | -2.1% |
| 3M | +7.2% | -13.2% | +20.3% | +8.8% |
| 6M | +16.2% | +9.9% | +6.3% | +13.9% |
| YTD | +37.5% | +48.0% | -10.5% | +30.1% |
| 1Y | +53.2% | +66.2% | -12.9% | +42.5% |
| All | +72.2% | +195.8% | -123.6% | +38.4% |
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