+7,183.4%
CTAS vs PEGA
+1,036.4%
+6,146.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.4% |
| 7D | +1.2% | -4.5% | +5.7% | +1.6% |
| 30D | +12.8% | -5.7% | +18.4% | +13.4% |
| 3M | +10.3% | +2.7% | +7.6% | +9.8% |
| 6M | +32.0% | -10.5% | +42.5% | +32.8% |
| YTD | +19.1% | -45.4% | +64.6% | +25.2% |
| 1Y | +21.5% | -44.7% | +66.2% | +27.4% |
| 3Y | +76.0% | +45.7% | +30.4% | +63.1% |
| 5Y | +110.9% | -45.3% | +156.1% | +110.6% |
| 10Y | +849.8% | +102.6% | +747.3% | +743.5% |
| All | +7,183.4% | +1,036.4% | +6,146.9% | +4,924.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling