+49.6%
PFE vs CSX
+436.1%
-386.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.2% |
| 7D | -4.7% | -2.2% | -2.5% | -4.2% |
| 30D | +3.4% | +6.8% | -3.5% | +1.6% |
| 3M | +9.2% | +0.7% | +8.5% | +8.9% |
| 6M | +15.8% | +13.3% | +2.6% | +11.9% |
| YTD | +23.4% | +40.5% | -17.1% | +12.6% |
| 1Y | +25.8% | +44.7% | -18.9% | +13.9% |
| 3Y | +17.8% | +74.5% | -56.6% | +0.6% |
| 5Y | -20.2% | +52.0% | -72.2% | -30.4% |
| 10Y | +49.6% | +412.6% | -363.1% | +8.4% |
| All | +49.6% | +436.1% | -386.5% | +8.4% |
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