+1,844.9%
PWR vs CASY
+550.0%
+1,294.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.1% |
| 7D | +19.1% | +2.5% | +16.6% | +18.1% |
| 30D | -12.0% | +10.2% | -22.2% | -15.3% |
| 3M | -10.6% | -15.7% | +5.1% | -6.1% |
| 6M | -20.8% | -18.4% | -2.4% | -17.2% |
| YTD | +43.7% | +28.3% | +15.5% | +25.5% |
| 1Y | +35.0% | +32.6% | +2.4% | +16.1% |
| 3Y | +249.4% | +159.5% | +89.9% | +119.5% |
| 5Y | +422.1% | +263.9% | +158.2% | +176.1% |
| All | +1,844.9% | +550.0% | +1,294.9% | +707.3% |
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 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