+37.1%
CTSH vs PCAR
+290.1%
-253.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.9% |
| 7D | -2.1% | +2.2% | -4.2% | -3.1% |
| 30D | +8.0% | +0.3% | +7.6% | +7.7% |
| 3M | +10.6% | -17.9% | +28.5% | +20.3% |
| 6M | +32.5% | -3.4% | +35.9% | +32.9% |
| YTD | -21.0% | -0.1% | -20.9% | -22.8% |
| 1Y | -9.9% | +13.4% | -23.3% | -17.2% |
| 3Y | +3.1% | +37.2% | -34.1% | -16.1% |
| 5Y | -13.4% | +117.3% | -130.8% | -45.4% |
| 10Y | +37.1% | +295.0% | -257.8% | -32.3% |
| All | +37.1% | +290.1% | -253.0% | -32.3% |
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