+567.7%
PBR vs CASY
+274.3%
+293.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +3.9% |
| 7D | +2.5% | -4.4% | +6.8% | +3.1% |
| 30D | +19.4% | -12.0% | +31.4% | +21.5% |
| 3M | +20.8% | -2.3% | +23.1% | +21.0% |
| 6M | +23.5% | +10.5% | +13.0% | +21.0% |
| YTD | +83.4% | +33.0% | +50.4% | +74.3% |
| 1Y | +77.6% | +41.1% | +36.4% | +66.7% |
| 3Y | +99.9% | +207.5% | -107.6% | +60.4% |
| 5Y | +567.7% | +290.7% | +277.0% | +412.3% |
| All | +567.7% | +274.3% | +293.4% | +412.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling