+1.8%
PG vs CSX
+69.7%
-67.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -0.1% | -2.3% | +2.1% | +0.2% |
| 3M | +1.1% | +4.3% | -3.2% | +0.2% |
| 6M | -3.8% | +23.4% | -27.2% | -7.2% |
| YTD | +3.8% | +36.4% | -32.6% | -1.1% |
| 1Y | -5.8% | +53.0% | -58.8% | -11.7% |
| All | +1.8% | +69.7% | -67.9% | -8.6% |
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