-77.6%
PCG vs CASY
+553.2%
-630.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | +1.4% | +8.7% | -7.3% | -0.7% |
| 3M | -23.4% | -17.3% | -6.1% | -20.2% |
| 6M | -19.4% | -19.7% | +0.4% | -16.1% |
| YTD | -18.5% | +24.8% | -43.3% | -24.6% |
| 1Y | -19.5% | +31.9% | -51.4% | -26.8% |
| 3Y | -21.0% | +155.4% | -176.4% | -41.7% |
| 5Y | +13.7% | +250.6% | -236.8% | -25.0% |
| All | -77.6% | +553.2% | -630.8% | -87.1% |
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