+63.2%
PYPL vs CASY
+681.4%
-618.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +3.9% | +1.1% | +2.8% | +3.6% |
| 30D | +7.8% | +8.7% | -0.9% | +5.3% |
| 3M | -0.7% | -17.3% | +16.7% | +3.9% |
| 6M | +28.8% | -19.7% | +48.5% | +34.0% |
| YTD | +2.4% | +24.8% | -22.5% | -8.1% |
| 1Y | -9.6% | +31.9% | -41.5% | -20.5% |
| 3Y | +9.7% | +155.4% | -145.7% | -24.5% |
| 5Y | -73.5% | +250.6% | -324.0% | -83.9% |
| 10Y | +46.5% | +556.8% | -510.4% | -28.5% |
| All | +63.2% | +681.4% | -618.3% | -33.6% |
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