+835.7%
PM vs CASY
+3,556.5%
-2,720.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.2% | +1.1% | -6.3% | -5.5% |
| 30D | +2.7% | +8.7% | -6.0% | +0.8% |
| 3M | +5.2% | -17.3% | +22.5% | +9.1% |
| 6M | +17.0% | -19.7% | +36.7% | +21.4% |
| YTD | +25.5% | +24.8% | +0.7% | +17.4% |
| 1Y | +35.5% | +31.9% | +3.6% | +25.1% |
| 3Y | +143.9% | +155.4% | -11.5% | +89.8% |
| 5Y | +161.8% | +250.6% | -88.7% | +86.4% |
| 10Y | +235.9% | +556.8% | -320.9% | +101.7% |
| All | +835.7% | +3,556.5% | -2,720.8% | +248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling