-10.5%
PCG vs CASY
+215.7%
-226.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -13.9% | +0.1% | -13.9% | -13.8% |
| 30D | -16.9% | -11.3% | -5.5% | -15.9% |
| 3M | -14.7% | -0.6% | -14.1% | -15.1% |
| 6M | -23.8% | +10.7% | -34.5% | -25.3% |
| YTD | -10.5% | +37.1% | -47.6% | -14.4% |
| 1Y | -5.1% | +52.3% | -57.4% | -10.6% |
| All | -10.5% | +215.7% | -226.2% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling