+75.0%
PFG vs CASY
+154.1%
-79.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -0.6% | +1.1% | -1.7% | -0.8% |
| 30D | +2.0% | +8.7% | -6.7% | +0.9% |
| 3M | -3.2% | -17.3% | +14.1% | -0.8% |
| 6M | +10.9% | -19.7% | +30.7% | +13.8% |
| YTD | +28.8% | +24.8% | +4.0% | +23.0% |
| 1Y | +39.2% | +31.9% | +7.3% | +31.4% |
| 3Y | +75.0% | +155.4% | -80.3% | +50.8% |
| All | +75.0% | +154.1% | -79.0% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling