+49.1%
PPL vs CASY
+254.0%
-205.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | +1.0% | +1.8% | -0.8% | +0.8% |
| 30D | +6.8% | +11.2% | -4.4% | +5.2% |
| 3M | +3.9% | -19.1% | +22.9% | +6.7% |
| 6M | -2.0% | -19.9% | +17.9% | +0.5% |
| YTD | +5.3% | +25.2% | -19.9% | -0.2% |
| 1Y | +2.2% | +31.6% | -29.4% | -4.1% |
| 3Y | +56.7% | +155.4% | -98.7% | +26.8% |
| 5Y | +49.1% | +251.5% | -202.5% | +9.5% |
| All | +49.1% | +254.0% | -205.0% | +9.5% |
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