+2.1%
PENG vs CASY
-19.3%
+21.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | +2.2% | -25.2% | -22.7% |
| 7D | -36.7% | +1.8% | -38.5% | -36.4% |
| 30D | -42.0% | +11.2% | -53.2% | -41.8% |
| 3M | -33.2% | -19.1% | -14.1% | -32.5% |
| 6M | +2.1% | -19.9% | +22.0% | +19.8% |
| All | +2.1% | -19.3% | +21.4% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling