+272.5%
PM vs CASY
+555.0%
-282.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +0.5% | +3.6% | -3.0% | -0.2% |
| 30D | -3.2% | +9.1% | -12.3% | -5.1% |
| 3M | +6.2% | -16.5% | +22.7% | +10.0% |
| 6M | +7.7% | -19.7% | +27.4% | +11.8% |
| YTD | +27.3% | +29.3% | -2.0% | +17.7% |
| 1Y | +32.8% | +33.1% | -0.4% | +21.9% |
| 3Y | +150.0% | +158.5% | -8.5% | +91.6% |
| 5Y | +164.2% | +266.7% | -102.5% | +81.0% |
| All | +272.5% | +555.0% | -282.5% | +125.2% |
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