+4,006.0%
PG vs CASY
+36,294.1%
-32,288.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | +4.8% | -0.6% | +5.4% | +4.4% |
| 6M | -6.1% | +10.7% | -16.8% | -8.0% |
| YTD | +4.5% | +37.1% | -32.7% | -0.5% |
| 1Y | -5.3% | +52.3% | -57.6% | -11.2% |
| 3Y | +2.6% | +215.2% | -212.6% | -13.7% |
| 5Y | +15.6% | +276.5% | -260.9% | -5.5% |
| 10Y | +118.0% | +508.4% | -390.3% | +65.5% |
| All | +4,006.0% | +36,294.1% | -32,288.0% | +2,012.5% |
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