-7.7%
CTSH vs PBF
+64.9%
-72.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.5% |
| 7D | -2.7% | +4.3% | -7.0% | -2.9% |
| 30D | +12.4% | +22.0% | -9.6% | +11.1% |
| 3M | +17.4% | +74.5% | -57.1% | +13.1% |
| 6M | -3.1% | +67.7% | -70.8% | -6.7% |
| YTD | -23.6% | +179.2% | -202.7% | -29.8% |
| 1Y | -10.8% | +170.0% | -180.8% | -18.5% |
| All | -7.7% | +64.9% | -72.5% | -18.7% |
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