+116.1%
PG vs CASY
+453.5%
-337.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.0% |
| 7D | -0.8% | -18.6% | +17.8% | +3.3% |
| 30D | +0.8% | -26.6% | +27.5% | +7.2% |
| 3M | -1.3% | -32.8% | +31.4% | +6.6% |
| 6M | -3.8% | -10.0% | +6.2% | -3.3% |
| YTD | +3.6% | +11.6% | -8.0% | -1.0% |
| 1Y | -5.7% | +11.5% | -17.2% | -10.1% |
| 3Y | +1.6% | +160.7% | -159.1% | -23.4% |
| 5Y | +14.6% | +232.4% | -217.8% | -20.4% |
| All | +116.1% | +453.5% | -337.3% | +33.1% |
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