+250.9%
PM vs CASY
+539.5%
-288.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -6.6% | +5.0% | -11.6% | -7.6% |
| 30D | -3.4% | +8.2% | -11.6% | -5.2% |
| 3M | +5.3% | -18.2% | +23.5% | +9.5% |
| 6M | +15.5% | -18.6% | +34.1% | +19.5% |
| YTD | +24.3% | +26.8% | -2.5% | +15.5% |
| 1Y | +29.7% | +31.6% | -1.9% | +19.4% |
| 3Y | +144.9% | +156.5% | -11.6% | +88.2% |
| 5Y | +159.0% | +258.6% | -99.6% | +78.8% |
| 10Y | +250.9% | +550.3% | -299.3% | +114.6% |
| All | +250.9% | +539.5% | -288.5% | +114.6% |
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