+2,839.3%
PEG vs CASY
+33,031.0%
-30,191.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.3% | +1.1% | -3.4% | -2.4% |
| 30D | +1.2% | +8.7% | -7.5% | -0.1% |
| 3M | -2.4% | -17.3% | +15.0% | +0.1% |
| 6M | -6.9% | -19.7% | +12.9% | -4.5% |
| YTD | -7.2% | +24.8% | -32.0% | -11.3% |
| 1Y | -8.9% | +31.9% | -40.8% | -13.7% |
| 3Y | +27.1% | +155.4% | -128.3% | +7.7% |
| 5Y | +33.8% | +250.6% | -216.8% | +7.2% |
| 10Y | +150.2% | +556.8% | -406.7% | +80.5% |
| All | +2,839.3% | +33,031.0% | -30,191.7% | +1,307.3% |
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