+14.3%
PFE vs CSX
+68.4%
-54.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | -0.9% |
| 7D | -3.7% | -5.5% | +1.8% | -2.4% |
| 30D | +5.0% | +4.9% | 0.0% | +3.9% |
| 3M | +12.2% | -2.9% | +15.0% | +12.9% |
| 6M | +14.6% | +8.3% | +6.2% | +12.1% |
| YTD | +24.1% | +36.7% | -12.6% | +14.1% |
| 1Y | +26.6% | +41.5% | -14.9% | +15.3% |
| 3Y | +14.3% | +68.6% | -54.3% | +3.6% |
| All | +14.3% | +68.4% | -54.1% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling