+386.6%
PSX vs CASY
+468.0%
-81.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.2% | +14.9% | +5.2% |
| 7D | +1.8% | -16.5% | +18.4% | +7.3% |
| 30D | +21.6% | -26.4% | +48.0% | +33.4% |
| 3M | +46.5% | -17.3% | +63.8% | +53.3% |
| 6M | +62.0% | -5.2% | +67.2% | +60.8% |
| YTD | +106.3% | +14.1% | +92.2% | +91.6% |
| 1Y | +103.0% | +16.6% | +86.4% | +86.0% |
| 3Y | +135.5% | +163.7% | -28.2% | +50.0% |
| 5Y | +368.5% | +231.3% | +137.2% | +160.4% |
| 10Y | +386.6% | +462.9% | -76.3% | +126.6% |
| All | +386.6% | +468.0% | -81.4% | +126.6% |
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