+98.5%
CTSH vs PBF
+303.9%
-205.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.5% |
| 7D | -2.7% | +4.3% | -7.0% | -3.1% |
| 30D | +12.4% | +22.0% | -9.6% | +9.8% |
| 3M | +17.4% | +74.5% | -57.1% | +9.6% |
| 6M | -3.1% | +67.7% | -70.8% | -9.8% |
| YTD | -23.6% | +179.2% | -202.7% | -33.2% |
| 1Y | -10.8% | +170.0% | -180.8% | -22.4% |
| 3Y | -8.3% | +66.4% | -74.7% | -17.9% |
| 5Y | -11.3% | +764.5% | -775.8% | -38.5% |
| 10Y | +22.6% | +358.5% | -335.9% | -21.9% |
| All | +98.5% | +303.9% | -205.3% | +20.4% |
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 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