+80.3%
PEP vs CSX
+436.1%
-355.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.4% |
| 7D | +1.0% | -2.2% | +3.2% | +1.7% |
| 30D | +12.6% | +6.8% | +5.8% | +10.4% |
| 3M | +3.1% | +0.7% | +2.5% | +2.8% |
| 6M | -6.3% | +13.3% | -19.5% | -10.0% |
| YTD | +1.9% | +40.5% | -38.7% | -8.4% |
| 1Y | +3.3% | +44.7% | -41.4% | -7.9% |
| 3Y | -4.8% | +74.5% | -79.3% | -21.0% |
| 5Y | +2.0% | +52.0% | -49.9% | -12.8% |
| 10Y | +80.3% | +412.6% | -332.3% | +30.0% |
| All | +80.3% | +436.1% | -355.7% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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