+3,832.4%
PNC vs CASY
+34,306.3%
-30,474.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.3% |
| 7D | -0.6% | +5.8% | -6.4% | -2.2% |
| 30D | +5.8% | +10.7% | -4.9% | +2.8% |
| 3M | -7.9% | -13.9% | +6.0% | -4.7% |
| 6M | +10.0% | -18.4% | +28.4% | +14.1% |
| YTD | +14.8% | +29.6% | -14.8% | +4.3% |
| 1Y | +29.7% | +32.8% | -3.2% | +16.7% |
| 3Y | +114.4% | +162.3% | -47.9% | +55.6% |
| 5Y | +36.0% | +265.0% | -229.1% | -11.0% |
| 10Y | +204.7% | +555.4% | -350.6% | +68.2% |
| All | +3,832.4% | +34,306.3% | -30,474.0% | +770.6% |
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