+89.6%
PEP vs CASY
+539.5%
-449.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | +4.6% | +5.0% | -0.4% | +3.5% |
| 30D | +14.0% | +8.2% | +5.8% | +12.1% |
| 3M | +5.4% | -18.2% | +23.6% | +9.6% |
| 6M | -5.1% | -18.6% | +13.5% | -1.9% |
| YTD | +3.1% | +26.8% | -23.7% | -4.4% |
| 1Y | +4.8% | +31.6% | -26.8% | -3.9% |
| 3Y | -4.1% | +156.5% | -160.6% | -27.9% |
| 5Y | +3.0% | +258.6% | -255.7% | -30.9% |
| 10Y | +89.6% | +550.3% | -460.7% | +10.2% |
| All | +89.6% | +539.5% | -449.9% | +10.2% |
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