+90.1%
PEP vs CSX
+422.0%
-331.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | +13.6% | +8.7% | +4.9% | +10.8% |
| 3M | +5.1% | +4.2% | +0.9% | +3.7% |
| 6M | -1.6% | +16.7% | -18.3% | -6.3% |
| YTD | +3.3% | +44.5% | -41.1% | -7.8% |
| 1Y | +3.2% | +50.3% | -47.0% | -9.0% |
| 3Y | -3.9% | +76.3% | -80.2% | -20.5% |
| 5Y | +4.0% | +58.1% | -54.1% | -12.2% |
| 10Y | +90.1% | +416.4% | -326.3% | +33.4% |
| All | +90.1% | +422.0% | -331.8% | +33.4% |
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