+2.0%
PEP vs CSX
+52.7%
-50.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.3% |
| 7D | +1.0% | -2.2% | +3.2% | +1.6% |
| 30D | +12.6% | +6.8% | +5.8% | +10.6% |
| 3M | +3.1% | +0.7% | +2.5% | +2.8% |
| 6M | -6.3% | +13.3% | -19.5% | -9.6% |
| YTD | +1.9% | +40.5% | -38.7% | -7.5% |
| 1Y | +3.3% | +44.7% | -41.4% | -7.0% |
| 3Y | -4.8% | +74.5% | -79.3% | -20.3% |
| 5Y | +2.0% | +52.0% | -49.9% | -12.7% |
| All | +2.0% | +52.7% | -50.7% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling