-75.6%
PSKY vs CASY
+468.0%
-543.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -14.2% | +8.9% | -0.6% |
| 7D | -6.8% | -16.5% | +9.7% | -1.3% |
| 30D | +10.2% | -26.4% | +36.6% | +21.4% |
| 3M | +0.3% | -17.3% | +17.6% | +4.8% |
| 6M | -7.8% | -5.2% | -2.5% | -9.2% |
| YTD | -23.0% | +14.1% | -37.0% | -29.7% |
| 1Y | -31.6% | +16.6% | -48.3% | -38.1% |
| 3Y | -21.3% | +163.7% | -185.0% | -51.5% |
| 5Y | -71.5% | +231.3% | -302.8% | -84.5% |
| 10Y | -75.6% | +462.9% | -538.5% | -89.1% |
| All | -75.6% | +468.0% | -543.6% | -89.1% |
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 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