+65.4%
PYPL vs CASY
+686.5%
-621.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +2.2% | +3.6% | -1.4% | +1.2% |
| 30D | +8.1% | +7.2% | +0.9% | +6.0% |
| 3M | +1.9% | -16.9% | +18.8% | +6.4% |
| 6M | +33.1% | -19.3% | +52.5% | +38.4% |
| YTD | +3.8% | +25.6% | -21.9% | -7.0% |
| 1Y | -8.3% | +30.2% | -38.5% | -18.9% |
| 3Y | +11.9% | +154.9% | -143.0% | -22.9% |
| 5Y | -70.4% | +252.1% | -322.6% | -82.1% |
| 10Y | +47.2% | +535.8% | -488.7% | -27.6% |
| All | +65.4% | +686.5% | -621.1% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling