+982.8%
PAAS vs CASY
+10,716.9%
-9,734.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.4% |
| 7D | -0.4% | +1.8% | -2.3% | -0.6% |
| 30D | -11.6% | +11.2% | -22.8% | -12.6% |
| 3M | -15.6% | -19.1% | +3.5% | -14.0% |
| 6M | -19.1% | -19.9% | +0.8% | -17.9% |
| YTD | -20.9% | +25.2% | -46.1% | -23.6% |
| 1Y | +21.3% | +31.6% | -10.3% | +16.5% |
| 3Y | +177.4% | +155.4% | +22.0% | +148.2% |
| 5Y | +71.3% | +251.5% | -180.2% | +48.1% |
| 10Y | +181.5% | +558.6% | -377.2% | +125.8% |
| All | +982.8% | +10,716.9% | -9,734.2% | +653.8% |
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 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