+23.5%
PPG vs CASY
+464.4%
-440.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -5.1% | -17.2% | +12.1% | -0.5% |
| 30D | -9.6% | -24.4% | +14.8% | -2.9% |
| 3M | -6.4% | -31.4% | +25.0% | +2.7% |
| 6M | +0.5% | -8.9% | +9.4% | +0.2% |
| YTD | +4.4% | +13.8% | -9.4% | -3.1% |
| 1Y | -0.9% | +17.0% | -17.9% | -9.1% |
| 3Y | -17.0% | +163.1% | -180.1% | -44.0% |
| 5Y | -23.7% | +239.0% | -262.6% | -54.0% |
| All | +23.5% | +464.4% | -440.9% | -36.3% |
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 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