+37.1%
CTSH vs PEGA
+94.5%
-57.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | -2.1% | -8.6% | +6.6% | +0.6% |
| 30D | +8.0% | -10.1% | +18.0% | +11.4% |
| 3M | +10.6% | -4.7% | +15.3% | +12.3% |
| 6M | +32.5% | -8.0% | +40.5% | +35.5% |
| YTD | -21.0% | -47.1% | +26.2% | -7.1% |
| 1Y | -9.9% | -47.5% | +37.6% | +5.9% |
| 3Y | +3.1% | +40.2% | -37.1% | -16.6% |
| 5Y | -13.4% | -45.7% | +32.3% | -6.8% |
| 10Y | +37.1% | +85.1% | -47.9% | -3.6% |
| All | +37.1% | +94.5% | -57.3% | -3.6% |
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