+22.5%
CTSH vs PBF
+354.3%
-331.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.3% | -7.1% | -4.2% |
| 7D | -5.5% | +2.4% | -7.8% | -5.7% |
| 30D | +4.5% | +24.9% | -20.4% | +2.0% |
| 3M | +13.7% | +81.9% | -68.1% | +6.1% |
| 6M | -8.4% | +79.4% | -87.8% | -15.0% |
| YTD | -26.5% | +188.3% | -214.8% | -35.6% |
| 1Y | -13.9% | +177.3% | -191.2% | -24.8% |
| 3Y | -11.3% | +56.0% | -67.3% | -19.7% |
| 5Y | -14.8% | +804.0% | -818.9% | -40.3% |
| 10Y | +22.5% | +334.1% | -311.6% | -16.3% |
| All | +22.5% | +354.3% | -331.8% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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