+132.2%
PSX vs CASY
+154.1%
-21.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -13.1% | +1.1% | -14.2% | -13.2% |
| 30D | -9.5% | +8.7% | -18.2% | -10.3% |
| 3M | +20.2% | -17.3% | +37.5% | +22.3% |
| 6M | +44.9% | -19.7% | +64.6% | +47.6% |
| YTD | +94.4% | +24.8% | +69.6% | +89.8% |
| 1Y | +83.1% | +31.9% | +51.2% | +77.5% |
| 3Y | +132.2% | +155.4% | -23.2% | +119.1% |
| All | +132.2% | +154.1% | -21.9% | +119.1% |
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