+813.9%
CTAS vs PEGA
+99.2%
+714.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.2% |
| 7D | -0.7% | -10.0% | +9.3% | +1.6% |
| 30D | +10.3% | -12.7% | +22.9% | +13.4% |
| 3M | +10.2% | -4.6% | +14.8% | +10.7% |
| 6M | +34.4% | -13.1% | +47.5% | +36.8% |
| YTD | +19.6% | -47.6% | +67.1% | +34.6% |
| 1Y | +21.8% | -47.0% | +68.8% | +36.5% |
| 3Y | +74.1% | +42.0% | +32.1% | +38.3% |
| 5Y | +114.0% | -47.8% | +161.9% | +130.8% |
| 10Y | +813.9% | +92.0% | +722.0% | +548.4% |
| All | +813.9% | +99.2% | +714.8% | +548.4% |
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