+2,164.3%
PPL vs CASY
+33,122.1%
-30,957.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | +3.9% | -19.1% | +22.9% | +6.9% |
| 6M | -2.0% | -19.9% | +17.9% | +0.5% |
| YTD | +5.3% | +25.2% | -19.9% | +0.7% |
| 1Y | +2.2% | +31.6% | -29.4% | -3.1% |
| 3Y | +56.7% | +155.4% | -98.7% | +32.8% |
| 5Y | +49.1% | +251.5% | -202.5% | +19.5% |
| 10Y | +63.6% | +558.6% | -495.0% | +19.3% |
| All | +2,164.3% | +33,122.1% | -30,957.8% | +1,070.7% |
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