+367.2%
PCAR vs CASY
+568.7%
-201.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -6.2% | -11.3% | +5.1% | -3.5% |
| 3M | +5.9% | -0.6% | +6.5% | +4.5% |
| 6M | +0.4% | +10.7% | -10.3% | -4.2% |
| YTD | +14.8% | +37.1% | -22.3% | +2.9% |
| 1Y | +30.1% | +52.3% | -22.2% | +12.6% |
| 3Y | +66.6% | +215.2% | -148.5% | +11.2% |
| 5Y | +166.1% | +276.5% | -110.4% | +64.8% |
| All | +367.2% | +568.7% | -201.5% | +141.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling