+240.3%
PFG vs CASY
+549.1%
-308.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.2% |
| 7D | +6.0% | -4.4% | +10.4% | +7.9% |
| 30D | +2.2% | -12.0% | +14.3% | +7.3% |
| 3M | +10.4% | -2.3% | +12.7% | +9.5% |
| 6M | +27.8% | +10.5% | +17.3% | +19.5% |
| YTD | +33.6% | +33.0% | +0.6% | +15.0% |
| 1Y | +49.3% | +41.1% | +8.2% | +24.3% |
| 3Y | +69.7% | +207.5% | -137.8% | -7.4% |
| 5Y | +111.3% | +290.7% | -179.4% | -1.3% |
| 10Y | +240.3% | +556.5% | -316.2% | +29.5% |
| All | +240.3% | +549.1% | -308.8% | +29.5% |
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