+50.1%
PYPL vs CASY
+565.2%
-515.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.6% |
| 7D | -1.2% | +5.8% | -7.0% | -2.7% |
| 30D | +6.1% | +10.7% | -4.6% | +3.1% |
| 3M | +1.1% | -13.9% | +14.9% | +4.6% |
| 6M | +32.7% | -18.4% | +51.2% | +37.9% |
| YTD | +2.8% | +29.6% | -26.9% | -9.1% |
| 1Y | -10.8% | +32.8% | -43.6% | -21.9% |
| 3Y | +9.8% | +162.3% | -152.4% | -26.1% |
| 5Y | -70.2% | +265.0% | -335.3% | -82.6% |
| 10Y | +50.1% | +555.4% | -505.3% | -28.5% |
| All | +50.1% | +565.2% | -515.1% | -28.5% |
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