+293.0%
PCAR vs CASY
+551.3%
-258.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +2.9% | +3.6% | -0.7% | +2.0% |
| 30D | -2.1% | +7.2% | -9.3% | -3.8% |
| 3M | -20.4% | -16.9% | -3.4% | -17.1% |
| 6M | -7.0% | -19.3% | +12.4% | -3.4% |
| YTD | -2.6% | +25.6% | -28.3% | -11.3% |
| 1Y | +9.8% | +30.2% | -20.4% | -1.2% |
| 3Y | +37.3% | +154.9% | -117.6% | -2.5% |
| 5Y | +116.4% | +252.1% | -135.7% | +35.6% |
| 10Y | +293.0% | +535.8% | -242.9% | +107.0% |
| All | +293.0% | +551.3% | -258.4% | +107.0% |
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