-12.1%
CTSH vs PEGA
-45.3%
+33.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -1.9% |
| 7D | -0.6% | -4.5% | +3.9% | +0.5% |
| 30D | +13.4% | -5.7% | +19.1% | +15.0% |
| 3M | +14.4% | +2.6% | +11.9% | +14.0% |
| 6M | +27.7% | -10.6% | +38.3% | +30.7% |
| YTD | -20.6% | -45.5% | +24.9% | -11.1% |
| 1Y | -9.1% | -44.8% | +35.7% | +1.4% |
| 3Y | +3.1% | +45.5% | -42.5% | -11.2% |
| All | -12.1% | -45.3% | +33.3% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling