+185.4%
PSLV vs CASY
+453.5%
-268.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | -3.5% | -18.6% | +15.1% | -1.8% |
| 30D | -2.1% | -26.6% | +24.5% | +0.5% |
| 3M | -1.6% | -32.8% | +31.1% | +1.8% |
| 6M | -25.5% | -10.0% | -15.5% | -25.3% |
| YTD | -11.4% | +11.6% | -23.0% | -13.1% |
| 1Y | +48.6% | +11.5% | +37.1% | +45.8% |
| 3Y | +166.9% | +160.7% | +6.2% | +140.3% |
| 5Y | +152.4% | +232.4% | -80.0% | +122.1% |
| All | +185.4% | +453.5% | -268.1% | +144.5% |
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