+453.5%
PENG vs CASY
+551.4%
-98.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | +2.2% | -25.2% | -23.7% |
| 7D | -36.7% | +1.8% | -38.5% | -37.2% |
| 30D | -42.0% | +11.2% | -53.2% | -44.5% |
| 3M | -33.2% | -19.1% | -14.1% | -29.1% |
| 6M | +2.1% | -19.9% | +22.0% | +7.3% |
| YTD | +90.3% | +25.2% | +65.1% | +68.4% |
| 1Y | +67.7% | +31.6% | +36.0% | +44.9% |
| 3Y | +154.2% | +155.4% | -1.2% | +62.5% |
| 5Y | +28.3% | +251.5% | -223.2% | -29.9% |
| All | +453.5% | +551.4% | -98.0% | +149.6% |
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 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