+271.3%
PNC vs CASY
+468.0%
-196.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.2% | +13.3% | +4.0% |
| 7D | -0.7% | -16.5% | +15.8% | +5.2% |
| 30D | -4.4% | -26.4% | +22.0% | +5.8% |
| 3M | +4.5% | -17.3% | +21.8% | +9.1% |
| 6M | +19.1% | -5.2% | +24.3% | +17.1% |
| YTD | +18.0% | +14.1% | +3.9% | +7.6% |
| 1Y | +24.1% | +16.6% | +7.4% | +11.5% |
| 3Y | +130.0% | +163.7% | -33.7% | +38.6% |
| 5Y | +50.4% | +231.3% | -180.9% | -20.3% |
| 10Y | +271.3% | +462.9% | -191.6% | +63.3% |
| All | +271.3% | +468.0% | -196.7% | +63.3% |
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