-5.3%
PG vs CASY
+51.2%
-56.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -0.2% | -11.3% | +11.1% | +0.4% |
| 3M | +4.8% | -0.6% | +5.4% | +4.2% |
| 6M | -6.1% | +10.7% | -16.8% | -9.2% |
| YTD | +4.5% | +37.1% | -32.7% | -1.7% |
| 1Y | -5.3% | +52.3% | -57.6% | -13.3% |
| All | -5.3% | +51.2% | -56.5% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling