+294.0%
PCAR vs CASY
+553.2%
-259.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | -4.6% | +8.7% | -13.3% | -6.5% |
| 3M | -22.6% | -17.3% | -5.3% | -19.3% |
| 6M | -12.0% | -19.7% | +7.8% | -8.4% |
| YTD | -6.1% | +24.8% | -30.9% | -14.3% |
| 1Y | +6.3% | +31.9% | -25.6% | -4.7% |
| 3Y | +31.8% | +155.4% | -123.6% | -6.5% |
| 5Y | +104.2% | +250.6% | -146.4% | +28.0% |
| All | +294.0% | +553.2% | -259.2% | +110.7% |
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