+69.6%
PBR vs CASY
+51.2%
+18.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +8.6% | +0.1% | +8.5% | +8.6% |
| 30D | +12.8% | -11.3% | +24.1% | +13.9% |
| 3M | +14.7% | -0.6% | +15.3% | +15.6% |
| 6M | +25.2% | +10.7% | +14.5% | +26.7% |
| YTD | +77.1% | +37.1% | +40.0% | +78.2% |
| 1Y | +69.6% | +52.3% | +17.3% | +70.6% |
| All | +69.6% | +51.2% | +18.3% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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