-45.8%
PEGA vs CASY
+276.6%
-322.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.9% |
| 3M | +5.8% | -0.6% | +6.4% | +4.4% |
| 6M | -20.3% | +10.7% | -31.0% | -24.9% |
| YTD | -37.1% | +37.1% | -74.3% | -45.3% |
| 1Y | -30.2% | +52.3% | -82.5% | -41.9% |
| 3Y | +48.1% | +215.2% | -167.1% | -11.5% |
| All | -45.8% | +276.6% | -322.5% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling