-20.1%
PCOR vs CASY
+250.1%
-270.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +22.7% | +1.1% | +21.6% | +22.5% |
| 30D | +37.5% | +8.7% | +28.8% | +34.9% |
| 3M | +35.2% | -17.3% | +52.5% | +40.1% |
| 6M | +42.2% | -19.7% | +62.0% | +47.8% |
| YTD | +3.6% | +24.8% | -21.3% | -7.3% |
| 1Y | -4.8% | +31.9% | -36.7% | -16.5% |
| 3Y | +48.3% | +155.4% | -107.0% | -1.8% |
| All | -20.1% | +250.1% | -270.3% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling