+37.8%
CTSH vs PBF
+299.9%
-262.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.1% | -2.1% |
| 7D | -2.3% | -7.4% | +5.1% | -1.6% |
| 30D | +7.4% | -17.5% | +24.9% | +9.3% |
| 3M | +10.9% | +13.1% | -2.2% | +8.8% |
| 6M | +24.7% | +72.6% | -48.0% | +16.1% |
| YTD | -22.0% | +161.2% | -183.2% | -31.5% |
| 1Y | -11.2% | +93.3% | -104.5% | -19.4% |
| 3Y | +3.9% | +80.7% | -76.8% | -8.1% |
| 5Y | -13.9% | +396.1% | -410.0% | -35.6% |
| 10Y | +37.8% | +252.3% | -214.5% | -8.5% |
| All | +37.8% | +299.9% | -262.1% | -8.5% |
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