+91.1%
PCG vs CASY
+33,122.1%
-33,031.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.4% | -1.6% |
| 7D | 0.0% | +1.8% | -1.8% | -0.3% |
| 30D | +5.8% | +11.2% | -5.3% | +4.1% |
| 3M | -22.8% | -19.1% | -3.7% | -20.6% |
| 6M | -18.4% | -19.9% | +1.5% | -16.4% |
| YTD | -16.9% | +25.2% | -42.0% | -20.3% |
| 1Y | -17.6% | +31.6% | -49.2% | -21.7% |
| 3Y | -20.0% | +155.4% | -175.4% | -31.7% |
| 5Y | +16.0% | +251.5% | -235.5% | -6.0% |
| 10Y | -76.7% | +558.6% | -635.3% | -82.8% |
| All | +91.1% | +33,122.1% | -33,031.0% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling