+1.8%
CTSH vs PBF
+80.0%
-78.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.1% | +6.5% | -8.6% | -2.4% |
| 30D | +1.4% | -20.0% | +21.4% | +2.4% |
| 3M | +7.5% | -3.3% | +10.8% | +7.4% |
| 6M | +39.6% | +76.8% | -37.2% | +34.0% |
| YTD | -22.3% | +168.9% | -191.3% | -28.7% |
| 1Y | -12.0% | +96.4% | -108.3% | -16.7% |
| 3Y | +1.8% | +77.2% | -75.4% | -10.8% |
| All | +1.8% | +80.0% | -78.2% | -10.8% |
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