+3,280.0%
PFE vs CSX
+10,217.9%
-6,937.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +1.8% | -3.4% | +5.1% | +2.6% |
| 30D | +10.2% | -3.1% | +13.3% | +11.0% |
| 3M | +12.7% | +7.2% | +5.5% | +10.7% |
| 6M | +10.5% | +16.2% | -5.6% | +6.2% |
| YTD | +20.2% | +37.5% | -17.4% | +10.8% |
| 1Y | +24.1% | +53.2% | -29.2% | +11.4% |
| 3Y | -3.6% | +68.2% | -71.8% | -16.1% |
| 5Y | -20.9% | +65.2% | -86.1% | -31.6% |
| 10Y | +35.8% | +504.1% | -468.3% | -16.7% |
| All | +3,280.0% | +10,217.9% | -6,937.9% | +828.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling