+116.1%
PSLV vs CASY
+2,007.5%
-1,891.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +7.3% | -11.3% | +18.6% | +8.1% |
| 3M | -7.4% | -0.6% | -6.8% | -7.7% |
| 6M | -20.3% | +10.7% | -31.0% | -21.1% |
| YTD | -8.2% | +37.1% | -45.4% | -10.5% |
| 1Y | +57.9% | +52.3% | +5.6% | +52.9% |
| 3Y | +162.1% | +215.2% | -53.1% | +141.7% |
| 5Y | +151.2% | +276.5% | -125.3% | +129.0% |
| 10Y | +191.7% | +508.4% | -316.7% | +159.4% |
| All | +116.1% | +2,007.5% | -1,891.3% | +72.8% |
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