+465.8%
PFGC vs CASY
+614.8%
-149.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +8.5% | +1.1% | +7.4% | +8.1% |
| 30D | +15.0% | +8.7% | +6.3% | +10.9% |
| 3M | -6.2% | -17.3% | +11.1% | +0.7% |
| 6M | +15.7% | -19.7% | +35.5% | +23.7% |
| YTD | +19.6% | +24.8% | -5.3% | +3.1% |
| 1Y | +13.2% | +31.9% | -18.7% | -5.1% |
| 3Y | +77.0% | +155.4% | -78.4% | +2.5% |
| 5Y | +121.5% | +250.6% | -129.1% | +6.2% |
| 10Y | +354.5% | +556.8% | -202.3% | +73.3% |
| All | +465.8% | +614.8% | -149.0% | +112.0% |
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 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