+134.1%
PSA vs CASY
+539.5%
-405.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +0.8% | +5.0% | -4.2% | -0.3% |
| 30D | +15.9% | +8.2% | +7.7% | +13.9% |
| 3M | +4.2% | -18.2% | +22.4% | +8.3% |
| 6M | +10.1% | -18.6% | +28.7% | +13.8% |
| YTD | +33.3% | +26.8% | +6.5% | +24.5% |
| 1Y | +28.2% | +31.6% | -3.4% | +18.6% |
| 3Y | +54.9% | +156.5% | -101.6% | +20.4% |
| 5Y | +28.3% | +258.6% | -230.3% | -9.0% |
| 10Y | +134.1% | +550.3% | -416.2% | +48.6% |
| All | +134.1% | +539.5% | -405.4% | +48.6% |
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