-13.9%
CTSH vs PEGA
-35.6%
+21.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.3% | -2.4% |
| 7D | -5.5% | -2.4% | -3.1% | -4.6% |
| 30D | +4.5% | +9.6% | -5.1% | +1.1% |
| 3M | +13.7% | +2.3% | +11.4% | +11.1% |
| 6M | -8.4% | -23.9% | +15.5% | -4.8% |
| YTD | -26.5% | -39.8% | +13.3% | -21.0% |
| 1Y | -13.9% | -37.4% | +23.5% | -9.7% |
| All | -13.9% | -35.6% | +21.7% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling