+66.8%
PPL vs CASY
+539.5%
-472.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | 0.0% | +5.0% | -4.9% | -1.2% |
| 30D | +4.3% | +8.2% | -3.9% | +2.2% |
| 3M | +2.9% | -18.2% | +21.1% | +7.8% |
| 6M | +1.1% | -18.6% | +19.7% | +5.1% |
| YTD | +4.5% | +26.8% | -22.3% | -4.7% |
| 1Y | +0.1% | +31.6% | -31.5% | -9.9% |
| 3Y | +55.7% | +156.5% | -100.8% | +10.8% |
| 5Y | +47.6% | +258.6% | -211.0% | -8.5% |
| 10Y | +66.8% | +550.3% | -483.4% | -10.6% |
| All | +66.8% | +539.5% | -472.6% | -10.6% |
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