-16.9%
PSKY vs CASY
+209.8%
-226.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.3% |
| 7D | +2.4% | -4.4% | +6.7% | +2.7% |
| 30D | +17.5% | -12.0% | +29.6% | +18.7% |
| 3M | +4.4% | -2.3% | +6.8% | +4.0% |
| 6M | -9.0% | +10.5% | -19.5% | -11.2% |
| YTD | -18.6% | +33.0% | -51.6% | -23.1% |
| 1Y | -27.7% | +41.1% | -68.9% | -32.2% |
| 3Y | -16.9% | +207.5% | -224.4% | -29.1% |
| All | -16.9% | +209.8% | -226.6% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling