+36.5%
PEG vs CASY
+161.8%
-125.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.4% |
| 7D | +4.5% | +3.6% | +0.9% | +4.1% |
| 30D | +7.5% | +9.1% | -1.5% | +6.5% |
| 3M | +0.8% | -16.5% | +17.4% | +2.6% |
| 6M | 0.0% | -19.7% | +19.7% | +2.2% |
| YTD | -3.0% | +29.3% | -32.3% | -8.0% |
| 1Y | -4.7% | +33.1% | -37.9% | -10.1% |
| 3Y | +36.5% | +158.5% | -122.0% | +14.6% |
| All | +36.5% | +161.8% | -125.3% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling