+106.2%
CTSH vs PBF
+265.5%
-159.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.6% |
| 7D | -0.6% | -13.8% | +13.2% | +0.9% |
| 30D | +13.4% | -19.6% | +33.0% | +15.8% |
| 3M | +14.4% | +10.3% | +4.2% | +12.5% |
| 6M | +27.7% | +63.4% | -35.7% | +19.4% |
| YTD | -20.6% | +152.6% | -173.2% | -30.2% |
| 1Y | -9.1% | +87.4% | -96.5% | -17.5% |
| 3Y | +3.1% | +63.3% | -60.2% | -7.9% |
| 5Y | -11.8% | +412.5% | -424.2% | -34.5% |
| 10Y | +42.7% | +282.5% | -239.8% | -7.1% |
| All | +106.2% | +265.5% | -159.3% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling