+140.4%
PEG vs CASY
+549.1%
-408.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.4% |
| 7D | +1.0% | -4.4% | +5.4% | +2.0% |
| 30D | -1.9% | -12.0% | +10.2% | +0.8% |
| 3M | -3.7% | -2.3% | -1.3% | -4.1% |
| 6M | -9.4% | +10.5% | -20.0% | -12.8% |
| YTD | -6.0% | +33.0% | -39.0% | -13.5% |
| 1Y | -4.4% | +41.1% | -45.5% | -13.5% |
| 3Y | +33.5% | +207.5% | -174.0% | -3.1% |
| 5Y | +35.7% | +290.7% | -255.0% | -9.0% |
| 10Y | +140.4% | +556.5% | -416.1% | +44.8% |
| All | +140.4% | +549.1% | -408.6% | +44.8% |
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 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