+4,177.9%
PNR vs CASY
+34,208.6%
-30,030.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | +0.3% | +3.6% | -3.3% | -0.5% |
| 30D | +31.7% | +9.1% | +22.7% | +29.0% |
| 3M | +2.6% | -16.5% | +19.2% | +6.2% |
| 6M | -6.4% | -19.7% | +13.3% | -3.1% |
| YTD | -33.4% | +29.3% | -62.7% | -38.4% |
| 1Y | -35.1% | +33.1% | -68.2% | -40.4% |
| 3Y | +17.1% | +158.5% | -141.4% | -9.0% |
| 5Y | -3.5% | +266.7% | -270.3% | -31.3% |
| 10Y | +100.2% | +553.5% | -453.3% | +23.8% |
| All | +4,177.9% | +34,208.6% | -30,030.6% | +1,226.7% |
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 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