+22.5%
CTSH vs PEGA
+175.4%
-152.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.3% | -2.7% |
| 7D | -5.5% | -2.4% | -3.1% | -4.8% |
| 30D | +4.5% | +9.6% | -5.1% | +1.8% |
| 3M | +13.7% | +2.3% | +11.4% | +12.5% |
| 6M | -8.4% | -23.9% | +15.5% | -2.2% |
| YTD | -26.5% | -39.8% | +13.3% | -17.1% |
| 1Y | -13.9% | -37.4% | +23.5% | -4.6% |
| 3Y | -11.3% | +53.1% | -64.5% | -29.8% |
| 5Y | -14.8% | -47.2% | +32.4% | -6.8% |
| 10Y | +22.5% | +174.3% | -151.8% | -18.5% |
| All | +22.5% | +175.4% | -152.9% | -18.5% |
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