+522.0%
PENG vs CASY
+549.7%
-27.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.7% | +12.5% |
| 7D | -19.4% | +1.1% | -20.5% | -19.9% |
| 30D | -42.4% | +8.7% | -51.1% | -44.5% |
| 3M | -25.6% | -17.3% | -8.3% | -21.7% |
| 6M | +7.3% | -19.7% | +27.0% | +12.7% |
| YTD | +113.9% | +24.8% | +89.0% | +89.4% |
| 1Y | +93.6% | +31.9% | +61.7% | +67.1% |
| 3Y | +170.2% | +155.4% | +14.8% | +72.7% |
| 5Y | +44.2% | +250.6% | -206.4% | -21.2% |
| All | +522.0% | +549.7% | -27.6% | +180.8% |
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