-23.1%
PFE vs CASY
+265.4%
-288.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | -3.0% | +5.8% | -8.8% | -3.6% |
| 30D | +5.2% | +10.7% | -5.5% | +3.9% |
| 3M | +12.2% | -13.9% | +26.1% | +13.9% |
| 6M | +17.8% | -18.4% | +36.2% | +20.2% |
| YTD | +26.2% | +29.6% | -3.4% | +20.2% |
| 1Y | +23.2% | +32.8% | -9.6% | +16.8% |
| 3Y | +21.3% | +162.3% | -141.0% | +2.2% |
| 5Y | -23.1% | +265.0% | -288.1% | -42.1% |
| All | -23.1% | +265.4% | -288.5% | -42.1% |
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