+3,820.5%
PNC vs CASY
+33,553.3%
-29,732.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +0.8% | +5.0% | -4.1% | -0.5% |
| 30D | +6.5% | +8.2% | -1.7% | +4.1% |
| 3M | -7.3% | -18.2% | +10.9% | -2.7% |
| 6M | +8.5% | -18.6% | +27.1% | +12.6% |
| YTD | +14.5% | +26.8% | -12.3% | +4.6% |
| 1Y | +29.1% | +31.6% | -2.5% | +16.5% |
| 3Y | +113.7% | +156.5% | -42.8% | +56.1% |
| 5Y | +35.7% | +258.6% | -222.9% | -10.7% |
| 10Y | +203.7% | +550.3% | -346.6% | +68.0% |
| All | +3,820.5% | +33,553.3% | -29,732.8% | +773.3% |
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 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