+112.7%
PG vs CSX
+502.6%
-389.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -1.5% | -1.5% | 0.0% | -1.2% |
| 3M | -3.4% | +6.0% | -9.3% | -4.8% |
| 6M | -7.0% | +20.6% | -27.5% | -11.2% |
| YTD | +2.0% | +36.5% | -34.5% | -5.5% |
| 1Y | -6.5% | +55.0% | -61.4% | -16.0% |
| 3Y | +1.2% | +70.8% | -69.6% | -12.4% |
| 5Y | +12.8% | +69.6% | -56.8% | -3.0% |
| All | +112.7% | +502.6% | -389.9% | +53.8% |
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 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