+136.4%
PH vs CASY
+156.8%
-20.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +2.1% | +5.0% | -2.8% | +1.5% |
| 30D | +0.3% | +8.2% | -7.9% | -0.9% |
| 3M | -8.8% | -18.2% | +9.4% | -6.2% |
| 6M | +10.0% | -18.6% | +28.6% | +13.3% |
| YTD | +10.5% | +26.8% | -16.3% | +1.0% |
| 1Y | +15.5% | +31.6% | -16.1% | +4.3% |
| All | +136.4% | +156.8% | -20.4% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling