+345.0%
PSX vs CASY
+276.6%
+68.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +4.5% | +0.1% | +4.5% | +4.5% |
| 30D | +26.6% | -11.3% | +38.0% | +28.6% |
| 3M | +39.3% | -0.6% | +39.9% | +39.2% |
| 6M | +56.8% | +10.7% | +46.1% | +54.3% |
| YTD | +101.8% | +37.1% | +64.7% | +92.8% |
| 1Y | +99.6% | +52.3% | +47.3% | +87.4% |
| 3Y | +140.3% | +215.2% | -74.8% | +99.7% |
| All | +345.0% | +276.6% | +68.3% | +275.3% |
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