+117.4%
PM vs CASY
+276.6%
-159.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.4% | -11.3% | +8.0% | -1.5% |
| 3M | +5.2% | -0.6% | +5.8% | +4.6% |
| 6M | +3.7% | +10.7% | -7.0% | +1.1% |
| YTD | +15.8% | +37.1% | -21.4% | +8.6% |
| 1Y | +17.4% | +52.3% | -34.9% | +8.2% |
| 3Y | +116.9% | +215.2% | -98.3% | +73.2% |
| All | +117.4% | +276.6% | -159.2% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling