-76.0%
PCG vs CASY
+555.0%
-631.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +2.2% | +3.6% | -1.4% | +1.3% |
| 30D | +0.8% | +9.1% | -8.3% | -1.4% |
| 3M | -23.8% | -16.5% | -7.3% | -20.8% |
| 6M | -19.6% | -19.7% | +0.1% | -16.2% |
| YTD | -16.7% | +29.3% | -46.0% | -23.6% |
| 1Y | -19.4% | +33.1% | -52.5% | -26.8% |
| 3Y | -18.3% | +158.5% | -176.8% | -39.8% |
| 5Y | +10.4% | +266.7% | -256.3% | -28.1% |
| All | -76.0% | +555.0% | -631.0% | -86.1% |
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 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