+4,006.0%
PG vs CSX
+10,217.9%
-6,211.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +1.9% | -3.4% | +5.2% | +2.5% |
| 30D | -0.2% | -3.1% | +2.8% | +0.3% |
| 3M | +4.8% | +7.2% | -2.4% | +3.2% |
| 6M | -6.1% | +16.2% | -22.3% | -9.0% |
| YTD | +4.5% | +37.5% | -33.1% | -2.2% |
| 1Y | -5.3% | +53.2% | -58.5% | -13.3% |
| 3Y | +2.6% | +68.2% | -65.7% | -8.6% |
| 5Y | +15.6% | +65.2% | -49.6% | +2.6% |
| 10Y | +118.0% | +504.1% | -386.1% | +47.1% |
| All | +4,006.0% | +10,217.9% | -6,211.9% | +1,218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling