-35.1%
PSKY vs CASY
+3,495.7%
-3,530.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +24.0% | -11.3% | +35.3% | +29.3% |
| 3M | +2.2% | -0.6% | +2.8% | +0.5% |
| 6M | -9.0% | +10.7% | -19.7% | -15.0% |
| YTD | -18.1% | +37.1% | -55.3% | -30.2% |
| 1Y | -25.1% | +52.3% | -77.4% | -38.8% |
| 3Y | -16.3% | +215.2% | -231.5% | -51.6% |
| 5Y | -70.4% | +276.5% | -346.9% | -84.4% |
| 10Y | -74.2% | +508.4% | -582.5% | -89.3% |
| All | -35.1% | +3,495.7% | -3,530.8% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling