+35,575.5%
CTSH vs PEGA
+416.6%
+35,158.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -2.1% |
| 7D | -0.6% | -4.5% | +3.9% | +0.2% |
| 30D | +13.4% | -5.7% | +19.1% | +14.7% |
| 3M | +14.4% | +2.7% | +11.8% | +14.0% |
| 6M | +27.7% | -10.5% | +38.2% | +30.3% |
| YTD | -20.6% | -45.4% | +24.8% | -12.1% |
| 1Y | -9.1% | -44.7% | +35.6% | +0.3% |
| 3Y | +3.1% | +45.7% | -42.6% | -8.3% |
| 5Y | -11.8% | -45.3% | +33.5% | -10.0% |
| 10Y | +42.7% | +102.6% | -59.8% | +15.4% |
| All | +35,575.5% | +416.6% | +35,158.9% | +17,166.4% |
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