+152.7%
PSLV vs CASY
+229.6%
-76.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.9% |
| 6M | -25.5% | -10.0% | -15.5% | -25.5% |
| YTD | -11.4% | +11.6% | -23.0% | -13.4% |
| 1Y | +48.6% | +11.5% | +37.1% | +45.3% |
| 3Y | +166.9% | +160.7% | +6.2% | +139.3% |
| All | +152.7% | +229.6% | -76.9% | +125.9% |
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 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