+4,025.0%
PNC vs CASY
+36,294.0%
-32,269.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -3.8% | -11.3% | +7.5% | -0.7% |
| 3M | +9.0% | -0.6% | +9.7% | +7.9% |
| 6M | +16.6% | +10.7% | +5.9% | +11.6% |
| YTD | +20.4% | +37.1% | -16.7% | +8.4% |
| 1Y | +22.3% | +52.3% | -30.0% | +6.4% |
| 3Y | +124.5% | +215.2% | -90.6% | +55.6% |
| 5Y | +54.1% | +276.5% | -222.4% | +0.6% |
| 10Y | +276.3% | +508.4% | -232.1% | +112.3% |
| All | +4,025.0% | +36,294.0% | -32,269.1% | +804.7% |
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