+2,856.5%
PEG vs CASY
+36,294.0%
-33,437.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -2.4% | -11.3% | +8.9% | -0.7% |
| 3M | -4.8% | -0.6% | -4.1% | -5.2% |
| 6M | -10.7% | +10.7% | -21.4% | -12.7% |
| YTD | -6.7% | +37.1% | -43.8% | -11.8% |
| 1Y | -6.8% | +52.3% | -59.1% | -13.5% |
| 3Y | +34.5% | +215.2% | -180.7% | +10.4% |
| 5Y | +35.8% | +276.5% | -240.7% | +7.8% |
| 10Y | +141.7% | +508.4% | -366.6% | +76.3% |
| All | +2,856.5% | +36,294.0% | -33,437.5% | +1,299.3% |
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