-34.1%
PCOR vs CASY
+254.7%
-288.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | -9.0% | +0.1% | -9.0% | -9.0% |
| 30D | +4.2% | -11.3% | +15.5% | +6.7% |
| 3M | +14.4% | -0.6% | +15.1% | +13.0% |
| 6M | +0.2% | +10.7% | -10.5% | -5.0% |
| YTD | -20.3% | +37.1% | -57.4% | -29.6% |
| 1Y | -16.1% | +52.3% | -68.4% | -28.9% |
| 3Y | -14.7% | +215.2% | -229.9% | -46.4% |
| 5Y | -43.2% | +276.5% | -319.6% | -68.7% |
| All | -34.1% | +254.7% | -288.8% | -64.7% |
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 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