+1.1%
PEP vs CSX
+52.1%
-51.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.8% |
| 7D | +6.7% | -2.7% | +9.4% | +7.4% |
| 30D | +13.5% | +7.0% | +6.5% | +11.5% |
| 3M | +3.9% | -0.3% | +4.2% | +3.9% |
| 6M | -6.0% | +13.5% | -19.5% | -9.4% |
| YTD | +2.5% | +41.5% | -39.0% | -7.1% |
| 1Y | +3.9% | +45.8% | -41.8% | -6.6% |
| 3Y | -4.7% | +74.4% | -79.0% | -20.0% |
| 5Y | +1.1% | +53.6% | -52.5% | -13.9% |
| All | +1.1% | +52.1% | -51.0% | -13.9% |
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