+111.0%
CTAS vs PEGA
-47.9%
+158.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.5% |
| 7D | 0.0% | -2.4% | +2.4% | +0.2% |
| 30D | -1.0% | +9.6% | -10.6% | -2.2% |
| 3M | +15.8% | +2.3% | +13.4% | +14.9% |
| 6M | -1.0% | -23.9% | +22.9% | +1.5% |
| YTD | +7.4% | -39.8% | +47.2% | +13.0% |
| 1Y | -0.1% | -37.4% | +37.3% | +4.1% |
| 3Y | +66.3% | +53.1% | +13.2% | +46.5% |
| 5Y | +111.0% | -47.2% | +158.2% | +133.7% |
| All | +111.0% | -47.9% | +158.9% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PEGA 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling