+1,382.4%
PBR vs CASY
+8,120.1%
-6,737.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.8% | -3.3% |
| 7D | -9.1% | +5.8% | -14.9% | -11.1% |
| 30D | -29.9% | +10.7% | -40.6% | -32.7% |
| 3M | +2.3% | -13.9% | +16.2% | +6.7% |
| 6M | -10.9% | -18.4% | +7.5% | -6.2% |
| YTD | +56.9% | +29.6% | +27.3% | +37.5% |
| 1Y | +38.0% | +32.8% | +5.2% | +19.4% |
| 3Y | +64.8% | +162.3% | -97.5% | +5.5% |
| 5Y | +447.1% | +265.0% | +182.1% | +198.6% |
| 10Y | +545.8% | +555.4% | -9.6% | +176.2% |
| All | +1,382.4% | +8,120.1% | -6,737.7% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling