+22.0%
CTSH vs PCAR
+355.9%
-333.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +12.4% | -6.2% | +18.6% | +15.3% |
| 3M | +17.4% | +5.9% | +11.5% | +13.6% |
| 6M | -3.1% | +0.4% | -3.5% | -4.7% |
| YTD | -23.6% | +14.8% | -38.4% | -29.6% |
| 1Y | -10.8% | +30.1% | -40.9% | -22.7% |
| 3Y | -8.3% | +66.7% | -74.9% | -31.5% |
| 5Y | -11.3% | +166.1% | -177.5% | -48.5% |
| All | +22.0% | +355.9% | -333.9% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling