+260.9%
PM vs CASY
+565.2%
-304.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.2% | +0.6% |
| 7D | -7.1% | +5.8% | -12.9% | -8.2% |
| 30D | -2.8% | +10.7% | -13.5% | -5.0% |
| 3M | +6.3% | -13.9% | +20.2% | +9.3% |
| 6M | +9.6% | -18.4% | +28.1% | +13.4% |
| YTD | +25.6% | +29.6% | -4.0% | +16.2% |
| 1Y | +29.7% | +32.8% | -3.2% | +19.2% |
| 3Y | +147.6% | +162.3% | -14.7% | +89.2% |
| 5Y | +160.1% | +265.0% | -104.9% | +78.8% |
| 10Y | +260.9% | +555.4% | -294.5% | +119.0% |
| All | +260.9% | +565.2% | -304.3% | +119.0% |
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