+103.5%
PENG vs CASY
+215.7%
-112.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.7% | +6.5% |
| 7D | +4.5% | +0.1% | +4.5% | +4.5% |
| 30D | -7.1% | -11.3% | +4.2% | -4.7% |
| 3M | -27.3% | -0.6% | -26.6% | -27.9% |
| 6M | +169.6% | +10.7% | +158.9% | +161.0% |
| YTD | +164.6% | +37.1% | +127.5% | +143.1% |
| 1Y | +109.5% | +52.3% | +57.2% | +85.9% |
| All | +103.5% | +215.7% | -112.2% | +49.4% |
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