+113.2%
PFG vs CASY
+276.6%
-163.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | +2.4% | -11.3% | +13.7% | +5.1% |
| 3M | +13.6% | -0.6% | +14.2% | +12.8% |
| 6M | +27.9% | +10.7% | +17.2% | +23.0% |
| YTD | +35.6% | +37.1% | -1.6% | +23.1% |
| 1Y | +48.5% | +52.3% | -3.8% | +30.4% |
| 3Y | +66.9% | +215.2% | -148.3% | +12.7% |
| All | +113.2% | +276.6% | -163.5% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling