+6.6%
PSA vs CASY
+42.6%
-36.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | -0.4% | -4.4% | +3.9% | +0.2% |
| 30D | -8.2% | -12.0% | +3.9% | -6.6% |
| 3M | -2.1% | -2.3% | +0.2% | -2.6% |
| 6M | -0.2% | +10.5% | -10.7% | -4.1% |
| YTD | +18.5% | +33.0% | -14.5% | +9.7% |
| 1Y | +6.6% | +41.1% | -34.6% | -3.4% |
| All | +6.6% | +42.6% | -36.0% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling