-14.1%
PCOR vs CASY
+223.8%
-237.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | +23.7% | +1.8% | +21.9% | +23.2% |
| 30D | +39.0% | +11.2% | +27.8% | +35.7% |
| 3M | +35.8% | -19.1% | +54.8% | +41.3% |
| 6M | +38.2% | -19.9% | +58.1% | +43.7% |
| YTD | +3.9% | +25.2% | -21.2% | -6.8% |
| 1Y | +5.7% | +31.6% | -25.9% | -7.0% |
| 3Y | +44.8% | +155.4% | -110.6% | -2.7% |
| 5Y | -19.8% | +251.5% | -271.3% | -54.9% |
| All | -14.1% | +223.8% | -237.9% | -53.3% |
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 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