+92.0%
PEGA vs CASY
+551.3%
-459.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.1% |
| 7D | -10.0% | +3.6% | -13.6% | -11.0% |
| 30D | -12.7% | +7.2% | -19.9% | -14.6% |
| 3M | -4.6% | -16.9% | +12.3% | +0.2% |
| 6M | -13.1% | -19.3% | +6.2% | -9.1% |
| YTD | -47.6% | +25.6% | -73.2% | -53.7% |
| 1Y | -47.0% | +30.2% | -77.2% | -53.9% |
| 3Y | +42.0% | +154.9% | -112.9% | -7.2% |
| 5Y | -47.8% | +252.1% | -300.0% | -70.6% |
| 10Y | +92.0% | +535.8% | -443.9% | -12.3% |
| All | +92.0% | +551.3% | -459.3% | -12.3% |
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