+662.9%
CTAS vs PEGA
+175.4%
+487.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.9% |
| 7D | 0.0% | -2.4% | +2.4% | +0.5% |
| 30D | -1.0% | +9.6% | -10.6% | -3.2% |
| 3M | +15.8% | +2.3% | +13.4% | +14.3% |
| 6M | -1.0% | -23.9% | +22.9% | +3.7% |
| YTD | +7.4% | -39.8% | +47.2% | +17.6% |
| 1Y | -0.1% | -37.4% | +37.3% | +7.5% |
| 3Y | +66.3% | +53.1% | +13.2% | +31.2% |
| 5Y | +111.0% | -47.2% | +158.2% | +132.0% |
| 10Y | +662.9% | +174.3% | +488.5% | +388.9% |
| All | +662.9% | +175.4% | +487.5% | +388.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling