+419.1%
PFGC vs CASY
+685.2%
-266.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 3M | +5.0% | -0.6% | +5.6% | +2.9% |
| 6M | +8.6% | +10.7% | -2.1% | +0.4% |
| YTD | +9.7% | +37.1% | -27.4% | -8.5% |
| 1Y | -6.3% | +52.3% | -58.6% | -26.0% |
| 3Y | +58.2% | +215.2% | -157.0% | -17.0% |
| 5Y | +110.4% | +276.5% | -166.1% | -1.2% |
| 10Y | +272.8% | +508.4% | -235.6% | +43.5% |
| All | +419.1% | +685.2% | -266.1% | +88.3% |
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