-78.3%
PSKY vs CASY
+250.6%
-328.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.3% | -7.1% | -5.0% |
| 7D | -24.6% | +6.6% | -31.2% | -25.0% |
| 30D | -36.1% | +10.9% | -47.0% | -36.7% |
| 3M | -34.6% | -20.0% | -14.5% | -33.4% |
| 6M | -40.5% | -6.4% | -34.2% | -41.8% |
| YTD | -47.7% | +25.0% | -72.7% | -52.7% |
| 1Y | -58.4% | +23.2% | -81.6% | -62.2% |
| 3Y | -40.7% | +160.2% | -200.9% | -58.0% |
| All | -78.3% | +250.6% | -328.9% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling