-76.7%
PCG vs CASY
+551.3%
-628.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.2% |
| 7D | -1.1% | +3.6% | -4.6% | -1.9% |
| 30D | +0.1% | +7.2% | -7.1% | -1.7% |
| 3M | -24.4% | -16.9% | -7.5% | -21.4% |
| 6M | -17.7% | -19.3% | +1.7% | -14.4% |
| YTD | -17.4% | +25.6% | -43.1% | -23.7% |
| 1Y | -19.4% | +30.2% | -49.5% | -26.4% |
| 3Y | -18.6% | +154.9% | -173.5% | -39.8% |
| 5Y | +10.2% | +252.1% | -241.9% | -27.4% |
| 10Y | -76.7% | +535.8% | -612.5% | -86.4% |
| All | -76.7% | +551.3% | -628.0% | -86.4% |
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