-85.4%
PSKY vs CASY
+533.4%
-618.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.3% | -7.1% | -4.4% |
| 7D | -24.6% | +6.6% | -31.2% | -23.5% |
| 30D | -36.1% | +10.9% | -47.0% | -34.7% |
| 3M | -77.9% | +254.6% | -332.5% | -21.8% |
| 6M | -77.9% | +254.6% | -332.5% | -21.8% |
| YTD | -77.9% | +254.6% | -332.5% | -21.8% |
| 1Y | -77.9% | +254.6% | -332.5% | -21.8% |
| 3Y | -77.9% | +254.6% | -332.5% | -21.8% |
| 5Y | -80.0% | +278.1% | -358.1% | -31.5% |
| All | -85.4% | +533.4% | -618.8% | -58.0% |
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