-2.5%
PFE vs CSX
+68.2%
-70.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +1.8% | -3.4% | +5.1% | +2.5% |
| 30D | +10.2% | -3.1% | +13.3% | +11.0% |
| 3M | +12.7% | +7.2% | +5.5% | +10.6% |
| 6M | +10.5% | +16.2% | -5.6% | +6.0% |
| YTD | +20.2% | +37.5% | -17.4% | +10.0% |
| 1Y | +24.1% | +53.2% | -29.2% | +10.1% |
| All | -2.5% | +68.2% | -70.7% | -17.8% |
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