+77.1%
PBR vs CASY
+22.7%
+54.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.2% | +14.7% | +1.2% |
| 7D | +0.3% | -16.5% | +16.9% | +1.3% |
| 30D | +17.5% | -26.4% | +43.9% | +19.8% |
| 3M | +20.9% | -17.3% | +38.2% | +23.1% |
| 6M | +20.2% | -5.2% | +25.5% | +23.0% |
| YTD | +84.3% | +14.1% | +70.2% | +87.1% |
| 1Y | +77.1% | +16.6% | +60.5% | +77.7% |
| All | +77.1% | +22.7% | +54.4% | +77.7% |
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