+3.1%
CTSH vs PBF
+59.0%
-55.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.7% |
| 7D | -0.6% | -13.8% | +13.2% | +0.1% |
| 30D | +13.4% | -19.6% | +33.0% | +14.5% |
| 3M | +14.4% | +10.3% | +4.2% | +13.5% |
| 6M | +27.7% | +63.4% | -35.7% | +23.0% |
| YTD | -20.6% | +152.6% | -173.2% | -27.0% |
| 1Y | -9.1% | +87.4% | -96.5% | -14.1% |
| 3Y | +3.1% | +63.3% | -60.2% | -8.9% |
| All | +3.1% | +59.0% | -55.9% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling