+67.5%
PNR vs CASY
+468.0%
-400.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.2% | +12.4% | +2.5% |
| 7D | -3.9% | -16.5% | +12.7% | +1.2% |
| 30D | -13.8% | -26.4% | +12.6% | -5.8% |
| 3M | -22.5% | -17.3% | -5.2% | -19.6% |
| 6M | -37.2% | -5.2% | -31.9% | -38.0% |
| YTD | -44.2% | +14.1% | -58.3% | -48.6% |
| 1Y | -46.6% | +16.6% | -63.3% | -51.4% |
| 3Y | -12.5% | +163.7% | -176.2% | -43.2% |
| 5Y | -19.3% | +231.3% | -250.7% | -53.0% |
| 10Y | +67.5% | +462.9% | -395.4% | -18.3% |
| All | +67.5% | +468.0% | -400.5% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling