+1,046.9%
PEGA vs CASY
+9,737.0%
-8,690.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -4.5% | +1.1% | -5.6% | -4.8% |
| 30D | -5.7% | +8.7% | -14.4% | -8.0% |
| 3M | +2.6% | -17.3% | +19.9% | +7.6% |
| 6M | -10.6% | -19.7% | +9.1% | -6.8% |
| YTD | -45.5% | +24.8% | -70.3% | -50.6% |
| 1Y | -44.8% | +31.9% | -76.7% | -50.8% |
| 3Y | +45.5% | +155.4% | -109.9% | +4.2% |
| 5Y | -45.3% | +250.6% | -295.9% | -64.7% |
| 10Y | +102.4% | +556.8% | -454.5% | +5.5% |
| All | +1,046.9% | +9,737.0% | -8,690.1% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling