+186.5%
PEGA vs CASY
+568.7%
-382.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | +17.7% | -11.3% | +29.1% | +21.8% |
| 3M | +5.8% | -0.6% | +6.4% | +4.1% |
| 6M | -20.3% | +10.7% | -31.0% | -25.2% |
| YTD | -37.1% | +37.1% | -74.3% | -45.6% |
| 1Y | -30.2% | +52.3% | -82.5% | -42.1% |
| 3Y | +48.1% | +215.2% | -167.1% | -9.5% |
| 5Y | -46.8% | +276.5% | -323.3% | -70.1% |
| All | +186.5% | +568.7% | -382.2% | +33.0% |
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