+172.3%
PCAR vs CASY
+276.6%
-104.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.4% |
| 3M | +5.9% | -0.6% | +6.5% | +4.9% |
| 6M | +0.4% | +10.7% | -10.3% | -3.2% |
| YTD | +14.8% | +37.1% | -22.3% | +5.4% |
| 1Y | +30.1% | +52.3% | -22.2% | +16.1% |
| 3Y | +66.7% | +215.2% | -148.5% | +17.4% |
| All | +172.3% | +276.6% | -104.3% | +74.9% |
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