+22,650.5%
PH vs CASY
+33,031.0%
-10,380.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +2.9% |
| 7D | +2.0% | +1.1% | +0.9% | +1.7% |
| 30D | -3.7% | +8.7% | -12.4% | -5.8% |
| 3M | -14.0% | -17.3% | +3.3% | -10.5% |
| 6M | +2.1% | -19.7% | +21.8% | +5.8% |
| YTD | +5.1% | +24.8% | -19.8% | -3.1% |
| 1Y | +10.9% | +31.9% | -21.0% | +0.8% |
| 3Y | +132.9% | +155.4% | -22.4% | +76.0% |
| 5Y | +200.1% | +250.6% | -50.5% | +107.3% |
| 10Y | +783.8% | +556.8% | +227.0% | +420.8% |
| All | +22,650.5% | +33,031.0% | -10,380.5% | +6,997.7% |
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