+52.2%
PNC vs CASY
+274.3%
-222.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.4% |
| 7D | +2.3% | -4.4% | +6.6% | +3.3% |
| 30D | -3.8% | -12.0% | +8.2% | -1.2% |
| 3M | +7.8% | -2.3% | +10.1% | +7.0% |
| 6M | +19.7% | +10.5% | +9.2% | +14.3% |
| YTD | +19.1% | +33.0% | -13.9% | +7.9% |
| 1Y | +23.1% | +41.1% | -18.0% | +9.1% |
| 3Y | +132.1% | +207.5% | -75.4% | +51.5% |
| 5Y | +52.2% | +290.7% | -238.5% | -11.9% |
| All | +52.2% | +274.3% | -222.1% | -11.9% |
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