+165.8%
PM vs CASY
+250.1%
-84.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -5.2% | +1.1% | -6.3% | -5.4% |
| 30D | +2.7% | +8.7% | -6.0% | +1.4% |
| 3M | +5.2% | -17.3% | +22.5% | +8.0% |
| 6M | +17.0% | -19.7% | +36.7% | +20.2% |
| YTD | +25.5% | +24.8% | +0.7% | +19.2% |
| 1Y | +35.5% | +31.9% | +3.6% | +27.5% |
| 3Y | +143.9% | +155.4% | -11.5% | +103.0% |
| All | +165.8% | +250.1% | -84.3% | +101.2% |
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 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