+43.7%
PEGA vs CASY
+159.8%
-116.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | -4.6% | +2.5% | -7.0% | -4.9% |
| 30D | -6.8% | +10.2% | -17.0% | -8.0% |
| 3M | +2.6% | -15.7% | +18.3% | +4.3% |
| 6M | -5.4% | -18.4% | +13.0% | -2.9% |
| YTD | -46.0% | +28.3% | -74.3% | -51.0% |
| 1Y | -45.6% | +32.6% | -78.2% | -51.1% |
| All | +43.7% | +159.8% | -116.1% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling