-22.9%
PPG vs CASY
+234.8%
-257.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.2% | +11.9% | +0.1% |
| 7D | -3.7% | -16.5% | +12.8% | -0.8% |
| 30D | -7.2% | -26.4% | +19.2% | -2.4% |
| 3M | -7.3% | -17.3% | +10.0% | -5.8% |
| 6M | +0.3% | -5.2% | +5.5% | -1.7% |
| YTD | +6.5% | +14.1% | -7.5% | -0.2% |
| 1Y | +0.5% | +16.6% | -16.1% | -6.5% |
| 3Y | -15.3% | +163.7% | -179.0% | -39.5% |
| 5Y | -22.9% | +231.3% | -254.2% | -51.2% |
| All | -22.9% | +234.8% | -257.7% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling