+3,652.8%
PNR vs CASY
+36,294.0%
-32,641.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.4% | +0.1% | -2.4% | -2.4% |
| 30D | -12.8% | -11.3% | -1.4% | -10.5% |
| 3M | -17.0% | -0.6% | -16.3% | -17.8% |
| 6M | -37.4% | +10.7% | -48.1% | -39.6% |
| YTD | -41.6% | +37.1% | -78.7% | -46.4% |
| 1Y | -44.6% | +52.3% | -96.9% | -50.6% |
| 3Y | -12.1% | +215.2% | -227.3% | -34.6% |
| 5Y | -17.4% | +276.5% | -293.9% | -41.3% |
| 10Y | +64.0% | +508.4% | -444.4% | +3.1% |
| All | +3,652.8% | +36,294.0% | -32,641.2% | +1,054.2% |
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