+37.8%
CTSH vs PCAR
+326.7%
-288.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -3.3% |
| 7D | -2.3% | +2.9% | -5.2% | -3.6% |
| 30D | +7.4% | -2.1% | +9.6% | +8.4% |
| 3M | +10.9% | -20.4% | +31.3% | +22.3% |
| 6M | +24.7% | -7.0% | +31.6% | +27.2% |
| YTD | -22.0% | -2.6% | -19.3% | -22.9% |
| 1Y | -11.2% | +9.8% | -20.9% | -17.1% |
| 3Y | +3.9% | +37.3% | -33.4% | -15.6% |
| 5Y | -13.9% | +116.4% | -130.4% | -45.6% |
| 10Y | +37.8% | +293.0% | -255.2% | -31.6% |
| All | +37.8% | +326.7% | -288.9% | -31.6% |
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