+3,391.6%
PFE vs CASY
+33,031.0%
-29,639.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -3.7% | +1.1% | -4.8% | -3.9% |
| 30D | +5.0% | +8.7% | -3.7% | +3.6% |
| 3M | +12.2% | -17.3% | +29.5% | +15.1% |
| 6M | +14.6% | -19.7% | +34.3% | +17.5% |
| YTD | +24.1% | +24.8% | -0.7% | +18.5% |
| 1Y | +26.6% | +31.9% | -5.3% | +19.6% |
| 3Y | +14.3% | +155.4% | -141.1% | -4.0% |
| 5Y | -21.9% | +250.6% | -272.5% | -38.2% |
| 10Y | +62.6% | +556.8% | -494.2% | +14.5% |
| All | +3,391.6% | +33,031.0% | -29,639.4% | +1,303.1% |
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