+34,247.0%
CTSH vs PEGA
+495.1%
+33,751.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.7% | -3.4% |
| 7D | -2.7% | +3.3% | -6.0% | -3.3% |
| 30D | +12.4% | +17.7% | -5.4% | +9.0% |
| 3M | +17.4% | +5.8% | +11.6% | +16.0% |
| 6M | -3.1% | -20.3% | +17.2% | +0.6% |
| YTD | -23.6% | -37.1% | +13.6% | -17.6% |
| 1Y | -10.8% | -30.2% | +19.4% | -6.1% |
| 3Y | -8.3% | +48.1% | -56.4% | -18.9% |
| 5Y | -11.3% | -46.8% | +35.5% | -9.3% |
| 10Y | +22.6% | +191.3% | -168.7% | -7.2% |
| All | +34,247.0% | +495.1% | +33,751.9% | +16,077.4% |
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