+92.4%
PFG vs CASY
+250.1%
-157.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.6% | +1.1% | -1.7% | -0.9% |
| 30D | +2.0% | +8.7% | -6.7% | +0.2% |
| 3M | -3.2% | -17.3% | +14.1% | +0.5% |
| 6M | +10.9% | -19.7% | +30.7% | +15.2% |
| YTD | +28.8% | +24.8% | +4.0% | +19.3% |
| 1Y | +39.2% | +31.9% | +7.3% | +26.7% |
| 3Y | +75.0% | +155.4% | -80.3% | +27.0% |
| All | +92.4% | +250.1% | -157.7% | +19.2% |
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