+2,735.9%
PPG vs CASY
+36,294.0%
-33,558.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -5.0% | -11.3% | +6.4% | -2.5% |
| 3M | +1.1% | -0.6% | +1.8% | 0.0% |
| 6M | -3.2% | +10.7% | -13.9% | -6.7% |
| YTD | +11.9% | +37.1% | -25.3% | +2.5% |
| 1Y | +5.3% | +52.3% | -47.0% | -6.0% |
| 3Y | -15.0% | +215.2% | -230.2% | -37.1% |
| 5Y | -19.6% | +276.5% | -296.1% | -43.3% |
| 10Y | +27.0% | +508.4% | -481.3% | -21.1% |
| All | +2,735.9% | +36,294.0% | -33,558.1% | +800.3% |
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