-37.4%
PEGA vs CASY
+42.6%
-80.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -4.6% |
| 7D | -2.4% | -4.4% | +2.0% | -3.1% |
| 30D | +9.6% | -12.0% | +21.7% | +7.7% |
| 3M | +2.3% | -2.3% | +4.7% | +2.8% |
| 6M | -23.9% | +10.5% | -34.4% | -23.7% |
| YTD | -39.8% | +33.0% | -72.8% | -39.4% |
| 1Y | -37.4% | +41.1% | -78.5% | -37.0% |
| All | -37.4% | +42.6% | -80.0% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling