+64.4%
PPL vs CASY
+551.3%
-486.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | -1.2% | +3.6% | -4.8% | -2.1% |
| 30D | +4.2% | +7.2% | -3.0% | +2.3% |
| 3M | +1.5% | -16.9% | +18.4% | +5.9% |
| 6M | +1.0% | -19.3% | +20.4% | +5.3% |
| YTD | +4.4% | +25.6% | -21.3% | -4.6% |
| 1Y | +0.8% | +30.2% | -29.4% | -9.0% |
| 3Y | +56.5% | +154.9% | -98.4% | +11.4% |
| 5Y | +47.7% | +252.1% | -204.5% | -8.0% |
| 10Y | +64.4% | +535.8% | -471.4% | -12.1% |
| All | +64.4% | +551.3% | -486.9% | -12.1% |
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