+1,668.3%
PLTR vs CSX
+115.6%
+1,552.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | +4.7% | +6.0% | -1.2% | +1.7% |
| 30D | -16.4% | +7.8% | -24.2% | -19.8% |
| 3M | -6.2% | +4.1% | -10.2% | -8.4% |
| 6M | +29.2% | +17.9% | +11.3% | +17.1% |
| YTD | -5.5% | +44.9% | -50.4% | -25.3% |
| 1Y | -2.4% | +51.1% | -53.6% | -24.8% |
| 3Y | +752.3% | +78.3% | +674.0% | +482.9% |
| 5Y | +635.8% | +58.1% | +577.7% | +419.7% |
| All | +1,668.3% | +115.6% | +1,552.7% | +1,312.5% |
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