+48.8%
PFE vs CASY
+555.0%
-506.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -1.7% | +3.6% | -5.3% | -2.3% |
| 30D | +0.3% | +9.1% | -8.7% | -1.3% |
| 3M | +9.4% | -16.5% | +25.9% | +12.7% |
| 6M | +14.9% | -19.7% | +34.6% | +18.7% |
| YTD | +23.8% | +29.3% | -5.5% | +15.5% |
| 1Y | +19.5% | +33.1% | -13.6% | +10.7% |
| 3Y | +21.0% | +158.5% | -137.5% | -4.9% |
| 5Y | -23.9% | +266.7% | -290.6% | -45.9% |
| All | +48.8% | +555.0% | -506.2% | -6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling