+35.7%
CTSH vs PBF
+259.1%
-223.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.3% |
| 7D | -4.2% | +4.3% | -8.5% | -4.7% |
| 30D | +3.9% | -21.8% | +25.7% | +6.3% |
| 3M | +10.2% | +1.7% | +8.4% | +9.3% |
| 6M | +35.3% | +69.8% | -34.5% | +26.2% |
| YTD | -21.8% | +167.7% | -189.5% | -31.5% |
| 1Y | -12.1% | +89.0% | -101.1% | -20.1% |
| 3Y | +2.0% | +78.8% | -76.7% | -9.6% |
| 5Y | -15.3% | +415.4% | -430.7% | -36.9% |
| All | +35.7% | +259.1% | -223.4% | -10.2% |
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