+204.5%
PH vs CASY
+261.5%
-57.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +7.4% | +2.5% | +4.9% | +6.8% |
| 30D | +0.5% | +10.2% | -9.7% | -1.8% |
| 3M | -10.2% | -15.7% | +5.5% | -7.0% |
| 6M | +8.9% | -18.4% | +27.3% | +13.1% |
| YTD | +9.7% | +28.3% | -18.6% | -2.0% |
| 1Y | +12.8% | +32.6% | -19.7% | -0.5% |
| 3Y | +134.6% | +159.5% | -24.9% | +58.5% |
| 5Y | +204.5% | +263.9% | -59.4% | +71.0% |
| All | +204.5% | +261.5% | -57.0% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling