+48.9%
PCOR vs CASY
+154.8%
-105.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | +23.7% | +1.8% | +21.9% | +23.4% |
| 30D | +39.0% | +11.2% | +27.8% | +37.0% |
| 3M | +35.8% | -19.1% | +54.8% | +38.5% |
| 6M | +38.2% | -19.9% | +58.1% | +42.1% |
| YTD | +3.9% | +25.2% | -21.2% | -5.1% |
| 1Y | +5.7% | +31.6% | -25.9% | -5.0% |
| All | +48.9% | +154.8% | -105.9% | +8.6% |
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 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