-13.4%
PNR vs CASY
+163.7%
-177.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.2% | +12.4% | 0.0% |
| 7D | -3.9% | -16.5% | +12.7% | -1.7% |
| 30D | -13.8% | -26.4% | +12.6% | -10.4% |
| 3M | -22.5% | -17.3% | -5.2% | -21.2% |
| 6M | -37.2% | -5.2% | -31.9% | -37.9% |
| YTD | -44.2% | +14.1% | -58.3% | -47.0% |
| 1Y | -46.6% | +16.6% | -63.3% | -49.7% |
| All | -13.4% | +163.7% | -177.1% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling