-12.0%
CTSH vs PBF
+90.5%
-102.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -2.1% | +6.5% | -8.6% | -1.9% |
| 30D | +1.4% | -20.0% | +21.4% | +0.9% |
| 3M | +7.5% | -3.3% | +10.8% | +7.8% |
| 6M | +39.6% | +76.8% | -37.2% | +42.3% |
| YTD | -22.3% | +168.9% | -191.3% | -19.0% |
| 1Y | -12.0% | +96.4% | -108.3% | -6.4% |
| All | -12.0% | +90.5% | -102.4% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling