+294.0%
PFGC vs CASY
+569.1%
-275.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -11.9% | -11.3% | -0.6% | -7.4% |
| 3M | +5.0% | -0.6% | +5.6% | +2.8% |
| 6M | +8.6% | +10.7% | -2.1% | 0.0% |
| YTD | +9.7% | +37.1% | -27.4% | -9.3% |
| 1Y | -6.3% | +52.3% | -58.6% | -26.9% |
| 3Y | +58.2% | +215.2% | -157.0% | -20.3% |
| 5Y | +110.4% | +276.5% | -166.1% | -6.1% |
| All | +294.0% | +569.1% | -275.0% | +37.0% |
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