+35.6%
PFE vs CASY
+568.7%
-533.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +10.2% | -11.3% | +21.6% | +12.6% |
| 3M | +12.7% | -0.6% | +13.3% | +11.9% |
| 6M | +10.5% | +10.7% | -0.2% | +7.1% |
| YTD | +20.2% | +37.1% | -17.0% | +11.3% |
| 1Y | +24.1% | +52.3% | -28.2% | +12.1% |
| 3Y | -3.6% | +215.2% | -218.8% | -27.4% |
| 5Y | -20.9% | +276.5% | -297.4% | -43.7% |
| All | +35.6% | +568.7% | -533.2% | -15.4% |
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