-7.6%
CTSH vs PCG
-14.1%
+6.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +3.2% |
| 7D | -0.9% | +1.9% | -2.8% | -0.7% |
| 30D | +13.1% | +8.5% | +4.6% | +14.1% |
| 3M | +17.9% | -22.9% | +40.8% | +15.4% |
| 6M | +28.5% | -16.8% | +45.2% | +28.4% |
| YTD | -19.3% | -15.8% | -3.5% | -20.1% |
| 1Y | -7.6% | -16.0% | +8.4% | -8.7% |
| All | -7.6% | -14.1% | +6.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling