+90.1%
PEP vs CASY
+565.2%
-475.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | +1.1% | +5.8% | -4.8% | -0.2% |
| 30D | +13.6% | +10.7% | +2.9% | +11.1% |
| 3M | +5.1% | -13.9% | +19.0% | +8.1% |
| 6M | -1.6% | -18.4% | +16.8% | +1.8% |
| YTD | +3.3% | +29.6% | -26.3% | -4.7% |
| 1Y | +3.2% | +32.8% | -29.6% | -5.5% |
| 3Y | -3.9% | +162.3% | -166.2% | -28.1% |
| 5Y | +4.0% | +265.0% | -261.0% | -30.4% |
| 10Y | +90.1% | +555.4% | -465.2% | +10.0% |
| All | +90.1% | +565.2% | -475.0% | +10.0% |
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