+12,611.2%
PCAR vs CASY
+33,122.1%
-20,510.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.7% | -2.2% |
| 7D | +2.2% | +1.8% | +0.3% | +1.6% |
| 30D | -4.4% | +11.2% | -15.6% | -7.3% |
| 3M | -21.4% | -19.1% | -2.3% | -17.2% |
| 6M | -7.3% | -19.9% | +12.6% | -3.4% |
| YTD | -3.8% | +25.2% | -28.9% | -12.1% |
| 1Y | +6.3% | +31.6% | -25.3% | -4.5% |
| 3Y | +34.4% | +155.4% | -121.0% | -2.8% |
| 5Y | +109.2% | +251.5% | -142.3% | +36.0% |
| 10Y | +312.9% | +558.6% | -245.8% | +115.7% |
| All | +12,611.2% | +33,122.1% | -20,510.9% | +2,717.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling