+92.5%
PEGA vs CASY
+555.0%
-462.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +0.1% | +3.6% | -3.5% | -1.0% |
| 30D | -4.1% | +9.1% | -13.2% | -6.7% |
| 3M | -2.8% | -16.5% | +13.7% | +1.9% |
| 6M | -0.4% | -19.7% | +19.3% | +4.5% |
| YTD | -45.4% | +29.3% | -74.7% | -52.2% |
| 1Y | -42.6% | +33.1% | -75.8% | -50.4% |
| 3Y | +45.4% | +158.5% | -113.1% | -5.2% |
| 5Y | -44.6% | +266.7% | -311.3% | -69.2% |
| All | +92.5% | +555.0% | -462.6% | -12.7% |
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