+18.1%
PG vs CSX
+49.3%
-31.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +2.7% | +6.0% | -3.3% | +0.9% |
| 30D | +9.2% | +7.8% | +1.4% | +6.9% |
| 3M | +18.5% | +4.1% | +14.4% | +16.7% |
| 6M | +21.1% | +17.9% | +3.2% | +15.0% |
| YTD | +21.9% | +44.9% | -23.0% | +11.4% |
| 1Y | +18.1% | +51.1% | -33.1% | +5.9% |
| All | +18.1% | +49.3% | -31.2% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling