+48.5%
PPL vs CASY
+250.1%
-201.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.4% | +1.1% | -0.7% | +0.3% |
| 30D | +5.4% | +8.7% | -3.2% | +4.2% |
| 3M | +4.3% | -17.3% | +21.6% | +6.8% |
| 6M | -1.3% | -19.7% | +18.4% | +1.1% |
| YTD | +4.7% | +24.8% | -20.1% | -0.7% |
| 1Y | +1.3% | +31.9% | -30.6% | -5.1% |
| 3Y | +57.2% | +155.4% | -98.2% | +27.1% |
| All | +48.5% | +250.1% | -201.6% | +9.1% |
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 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