+48.5%
PFE vs CSX
+419.3%
-370.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -2.1% | +3.1% | -5.2% | -2.9% |
| 30D | +3.1% | +9.7% | -6.6% | +0.7% |
| 3M | +11.2% | +4.9% | +6.3% | +9.7% |
| 6M | +15.0% | +18.4% | -3.3% | +9.9% |
| YTD | +23.5% | +45.9% | -22.3% | +11.6% |
| 1Y | +18.9% | +50.0% | -31.1% | +6.7% |
| 3Y | +18.7% | +78.0% | -59.3% | +0.9% |
| 5Y | -24.0% | +59.2% | -83.2% | -34.5% |
| All | +48.5% | +419.3% | -370.8% | +10.3% |
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