+3,280.0%
PFE vs CASY
+36,294.0%
-33,014.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.2% |
| 3M | +12.7% | -0.6% | +13.3% | +12.1% |
| 6M | +10.5% | +10.7% | -0.2% | +8.0% |
| YTD | +20.2% | +37.1% | -17.0% | +13.3% |
| 1Y | +24.1% | +52.3% | -28.2% | +14.9% |
| 3Y | -3.6% | +215.2% | -218.8% | -21.6% |
| 5Y | -20.9% | +276.5% | -297.4% | -37.9% |
| 10Y | +35.8% | +508.4% | -472.5% | -3.1% |
| All | +3,280.0% | +36,294.0% | -33,014.1% | +1,242.1% |
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 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