+4.4%
PEP vs CSX
+57.8%
-53.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +2.9% | +6.0% | -3.1% | +1.3% |
| 30D | +12.5% | +7.8% | +4.7% | +10.2% |
| 3M | +4.5% | +4.1% | +0.4% | +3.3% |
| 6M | -0.5% | +17.9% | -18.4% | -5.1% |
| YTD | +4.4% | +44.9% | -40.5% | -6.0% |
| 1Y | +4.4% | +51.1% | -46.8% | -7.1% |
| 3Y | -3.4% | +78.3% | -81.7% | -19.5% |
| All | +4.4% | +57.8% | -53.4% | -11.5% |
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