-7.0%
PEG vs CASY
+22.7%
-29.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.2% | +12.0% | -1.5% |
| 7D | -1.0% | -16.5% | +15.5% | -0.2% |
| 30D | -2.6% | -26.4% | +23.8% | -1.4% |
| 3M | -7.6% | -17.3% | +9.7% | -7.1% |
| 6M | -12.2% | -5.2% | -7.0% | -12.8% |
| YTD | -8.1% | +14.1% | -22.1% | -9.9% |
| 1Y | -7.0% | +16.6% | -23.6% | -8.8% |
| All | -7.0% | +22.7% | -29.7% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling