-76.5%
PCG vs CASY
+550.0%
-626.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -2.0% | +2.5% | -4.4% | -2.5% |
| 30D | -2.7% | +10.2% | -12.9% | -5.1% |
| 3M | -25.1% | -15.7% | -9.4% | -22.3% |
| 6M | -22.3% | -18.4% | -3.9% | -19.4% |
| YTD | -18.5% | +28.3% | -46.8% | -25.1% |
| 1Y | -21.8% | +32.6% | -54.4% | -28.9% |
| 3Y | -21.0% | +159.5% | -180.5% | -41.9% |
| 5Y | +8.1% | +263.9% | -255.8% | -29.5% |
| All | -76.5% | +550.0% | -626.5% | -86.3% |
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