+65.2%
PR vs CASY
+553.2%
-488.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | -16.4% | +1.1% | -17.5% | -16.5% |
| 30D | -1.9% | +8.7% | -10.6% | -2.7% |
| 3M | +8.0% | -17.3% | +25.3% | +9.6% |
| 6M | +4.1% | -19.7% | +23.8% | +5.7% |
| YTD | +58.7% | +24.8% | +33.9% | +54.9% |
| 1Y | +75.8% | +31.9% | +43.9% | +70.6% |
| 3Y | +73.2% | +155.4% | -82.2% | +58.8% |
| 5Y | +230.1% | +250.6% | -20.4% | +197.7% |
| All | +65.2% | +553.2% | -488.0% | +61.8% |
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