+163.7%
PEG vs CASY
+550.0%
-386.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +2.3% | +2.5% | -0.2% | +1.8% |
| 30D | +6.1% | +10.2% | -4.1% | +3.9% |
| 3M | -0.5% | -15.7% | +15.2% | +2.8% |
| 6M | -3.2% | -18.4% | +15.2% | 0.0% |
| YTD | -4.4% | +28.3% | -32.7% | -11.8% |
| 1Y | -7.4% | +32.6% | -39.9% | -15.3% |
| 3Y | +33.9% | +159.5% | -125.6% | +1.2% |
| 5Y | +42.3% | +263.9% | -221.6% | -3.4% |
| All | +163.7% | +550.0% | -386.3% | +59.1% |
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