+197.9%
PFG vs CASY
+551.3%
-353.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.4% | +3.8% |
| 7D | +2.3% | +3.6% | -1.3% | +0.9% |
| 30D | +7.6% | +7.2% | +0.4% | +4.6% |
| 3M | +2.5% | -16.9% | +19.5% | +9.1% |
| 6M | +16.6% | -19.3% | +35.9% | +23.9% |
| YTD | +34.1% | +25.6% | +8.4% | +17.0% |
| 1Y | +44.1% | +30.2% | +13.9% | +23.3% |
| 3Y | +86.3% | +154.9% | -68.6% | +10.7% |
| 5Y | +101.6% | +252.1% | -150.6% | -2.0% |
| 10Y | +197.9% | +535.8% | -338.0% | +15.2% |
| All | +197.9% | +551.3% | -353.4% | +15.2% |
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