+49.3%
PFG vs CASY
+42.6%
+6.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.2% |
| 7D | +6.0% | -4.4% | +10.4% | +6.4% |
| 30D | +2.2% | -12.0% | +14.3% | +3.2% |
| 3M | +10.4% | -2.3% | +12.7% | +10.4% |
| 6M | +27.8% | +10.5% | +17.3% | +27.0% |
| YTD | +33.6% | +33.0% | +0.6% | +34.4% |
| 1Y | +49.3% | +41.1% | +8.2% | +49.6% |
| All | +49.3% | +42.6% | +6.7% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling