+12.6%
PG vs CSX
+63.3%
-50.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -3.4% | -0.6% | -2.8% | -3.3% |
| 30D | -2.6% | -3.2% | +0.6% | -1.9% |
| 3M | -3.3% | +2.6% | -5.9% | -4.1% |
| 6M | -6.7% | +19.8% | -26.6% | -11.0% |
| YTD | +1.7% | +34.7% | -32.9% | -5.5% |
| 1Y | -7.9% | +52.1% | -60.1% | -17.1% |
| 3Y | +0.9% | +68.4% | -67.5% | -13.5% |
| 5Y | +12.6% | +65.1% | -52.5% | -2.8% |
| All | +12.6% | +63.3% | -50.6% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling