+934.9%
PFG vs CASY
+6,853.6%
-5,918.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.6% | +1.1% | -1.7% | -1.2% |
| 30D | +2.0% | +8.7% | -6.7% | -2.1% |
| 3M | -3.2% | -17.3% | +14.1% | +4.4% |
| 6M | +10.9% | -19.7% | +30.7% | +19.0% |
| YTD | +28.8% | +24.8% | +4.0% | +10.9% |
| 1Y | +39.2% | +31.9% | +7.3% | +16.1% |
| 3Y | +75.0% | +155.4% | -80.3% | +0.4% |
| 5Y | +91.9% | +250.6% | -158.6% | -8.8% |
| 10Y | +202.3% | +556.8% | -354.5% | +0.9% |
| All | +934.9% | +6,853.6% | -5,918.8% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling