+1,426.5%
PBR vs CASY
+7,867.1%
-6,440.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.2% |
| 7D | -13.3% | +3.6% | -16.9% | -14.5% |
| 30D | -27.5% | +7.2% | -34.7% | -29.5% |
| 3M | +5.2% | -16.9% | +22.1% | +11.2% |
| 6M | -6.4% | -19.3% | +13.0% | -1.0% |
| YTD | +61.6% | +25.6% | +35.9% | +43.3% |
| 1Y | +48.9% | +30.2% | +18.7% | +29.8% |
| 3Y | +70.0% | +154.9% | -84.8% | +10.0% |
| 5Y | +469.0% | +252.1% | +216.8% | +214.9% |
| 10Y | +471.6% | +535.8% | -64.2% | +147.3% |
| All | +1,426.5% | +7,867.1% | -6,440.6% | +164.1% |
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