+186.3%
PFG vs CASY
+547.1%
-360.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.6% | +1.1% | -1.7% | -1.1% |
| 30D | +2.0% | +8.7% | -6.7% | -1.4% |
| 3M | -3.2% | -17.3% | +14.1% | +3.2% |
| 6M | +10.9% | -19.7% | +30.7% | +18.1% |
| YTD | +28.8% | +24.8% | +4.0% | +12.7% |
| 1Y | +39.2% | +31.9% | +7.3% | +18.3% |
| 3Y | +75.0% | +155.4% | -80.3% | +3.8% |
| 5Y | +91.9% | +250.6% | -158.6% | -6.6% |
| All | +186.3% | +547.1% | -360.8% | +11.0% |
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