+113.7%
PNC vs CASY
+156.4%
-42.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +0.8% | +5.0% | -4.1% | +0.3% |
| 30D | +6.5% | +8.2% | -1.7% | +5.6% |
| 3M | -7.3% | -18.2% | +10.9% | -5.4% |
| 6M | +8.5% | -18.6% | +27.1% | +10.6% |
| YTD | +14.5% | +26.8% | -12.3% | +8.5% |
| 1Y | +29.1% | +31.6% | -2.5% | +21.4% |
| 3Y | +113.7% | +156.5% | -42.8% | +80.3% |
| All | +113.7% | +156.4% | -42.7% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling