+181.0%
PSLV vs CASY
+163.7%
+17.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -14.2% | +16.7% | +3.6% |
| 7D | +3.3% | -16.5% | +19.9% | +4.8% |
| 30D | +2.1% | -26.4% | +28.5% | +4.9% |
| 3M | +7.1% | -17.3% | +24.4% | +8.0% |
| 6M | -21.6% | -5.2% | -16.4% | -22.2% |
| YTD | -6.7% | +14.1% | -20.8% | -9.2% |
| 1Y | +59.3% | +16.6% | +42.7% | +54.7% |
| All | +181.0% | +163.7% | +17.3% | +156.3% |
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