+370.6%
PFGC vs CASY
+551.3%
-180.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | +10.8% | +3.6% | +7.3% | +9.2% |
| 30D | +17.8% | +7.2% | +10.6% | +14.2% |
| 3M | -2.7% | -16.9% | +14.2% | +4.5% |
| 6M | +20.0% | -19.3% | +39.4% | +28.3% |
| YTD | +24.3% | +25.6% | -1.3% | +6.0% |
| 1Y | +13.2% | +30.2% | -16.9% | -5.4% |
| 3Y | +85.9% | +154.9% | -69.0% | +4.3% |
| 5Y | +141.0% | +252.1% | -111.1% | +9.7% |
| 10Y | +370.6% | +535.8% | -165.2% | +69.1% |
| All | +370.6% | +551.3% | -180.7% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling