+57.2%
PSLV vs CASY
+1,886.7%
-1,829.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.3% |
| 7D | -6.3% | +3.6% | -9.8% | -6.5% |
| 30D | -12.7% | +9.1% | -21.7% | -13.2% |
| 3M | -24.7% | -16.5% | -8.2% | -23.9% |
| 6M | -44.6% | -19.7% | -24.9% | -43.9% |
| YTD | -33.3% | +29.3% | -62.5% | -34.7% |
| 1Y | -8.6% | +33.1% | -41.7% | -10.8% |
| 3Y | +108.2% | +158.5% | -50.3% | +94.1% |
| 5Y | +79.1% | +266.7% | -187.6% | +63.5% |
| 10Y | +137.7% | +553.5% | -415.8% | +111.5% |
| All | +57.2% | +1,886.7% | -1,829.5% | +26.0% |
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