+3,280.3%
PEP vs CASY
+33,122.1%
-29,841.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.1% |
| 7D | +6.7% | +1.8% | +4.8% | +6.4% |
| 30D | +13.5% | +11.2% | +2.3% | +11.9% |
| 3M | +3.9% | -19.1% | +23.0% | +6.7% |
| 6M | -6.0% | -19.9% | +13.9% | -3.8% |
| YTD | +2.5% | +25.2% | -22.7% | -1.6% |
| 1Y | +3.9% | +31.6% | -27.7% | -0.9% |
| 3Y | -4.7% | +155.4% | -160.1% | -17.9% |
| 5Y | +1.1% | +251.5% | -250.4% | -17.2% |
| 10Y | +83.8% | +558.6% | -474.8% | +37.3% |
| All | +3,280.3% | +33,122.1% | -29,841.8% | +1,421.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling