-18.9%
PNR vs CASY
+274.3%
-293.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.3% | -2.0% |
| 7D | -3.0% | -4.4% | +1.3% | -2.1% |
| 30D | -14.9% | -12.0% | -2.9% | -12.6% |
| 3M | -19.0% | -2.3% | -16.7% | -19.7% |
| 6M | -35.9% | +10.5% | -46.5% | -38.8% |
| YTD | -43.1% | +33.0% | -76.2% | -48.7% |
| 1Y | -46.4% | +41.1% | -87.5% | -52.7% |
| 3Y | -10.8% | +207.5% | -218.3% | -41.6% |
| 5Y | -18.9% | +290.7% | -309.6% | -53.9% |
| All | -18.9% | +274.3% | -293.2% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling