+140.4%
PENG vs CASY
+154.8%
-14.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | +2.2% | -25.2% | -23.3% |
| 7D | -36.7% | +1.8% | -38.5% | -36.9% |
| 30D | -42.0% | +11.2% | -53.2% | -43.4% |
| 3M | -33.2% | -19.1% | -14.1% | -30.5% |
| 6M | +2.1% | -19.9% | +22.0% | +6.7% |
| YTD | +90.3% | +25.2% | +65.1% | +77.0% |
| 1Y | +67.7% | +31.6% | +36.0% | +53.4% |
| All | +140.4% | +154.8% | -14.3% | +72.1% |
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