+48.2%
CSX vs PWR
+348.8%
-300.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.3% | -9.6% | -4.3% |
| 7D | -5.5% | -12.9% | +7.3% | -3.9% |
| 30D | +4.9% | -22.8% | +27.8% | +8.6% |
| 3M | -2.9% | -19.0% | +16.1% | -0.5% |
| 6M | +8.3% | -31.1% | +39.4% | +13.9% |
| YTD | +36.7% | +28.3% | +8.5% | +26.8% |
| 1Y | +41.5% | +22.2% | +19.3% | +32.2% |
| 3Y | +68.6% | +222.2% | -153.6% | +19.4% |
| All | +48.2% | +348.8% | -300.6% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling