+116.4%
PCAR vs CASY
+253.8%
-137.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | +2.9% | +3.6% | -0.7% | +2.3% |
| 30D | -2.1% | +7.2% | -9.3% | -3.2% |
| 3M | -20.4% | -16.9% | -3.4% | -18.2% |
| 6M | -7.0% | -19.3% | +12.4% | -4.1% |
| YTD | -2.6% | +25.6% | -28.3% | -9.6% |
| 1Y | +9.8% | +30.2% | -20.4% | +0.9% |
| 3Y | +37.3% | +154.9% | -117.6% | +2.3% |
| 5Y | +116.4% | +252.1% | -135.7% | +39.7% |
| All | +116.4% | +253.8% | -137.3% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling