+168.3%
PG vs CSX
+415.8%
-247.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +2.7% | +6.0% | -3.3% | +1.2% |
| 30D | +9.2% | +7.8% | +1.4% | +7.2% |
| 3M | +18.5% | +4.1% | +14.4% | +17.3% |
| 6M | +21.1% | +17.9% | +3.2% | +16.1% |
| YTD | +21.9% | +44.9% | -23.0% | +11.2% |
| 1Y | +18.1% | +51.1% | -33.1% | +6.6% |
| 3Y | +20.6% | +78.3% | -57.7% | +3.2% |
| 5Y | +31.8% | +58.1% | -26.3% | +15.0% |
| All | +168.3% | +415.8% | -247.5% | +99.1% |
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