+37.1%
CTSH vs PCG
-76.4%
+113.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -2.1% | -2.2% | +0.2% | -1.9% |
| 30D | +8.0% | -0.5% | +8.4% | +8.0% |
| 3M | +10.6% | -24.0% | +34.6% | +12.8% |
| 6M | +32.5% | -18.6% | +51.1% | +34.2% |
| YTD | -21.0% | -17.7% | -3.3% | -20.2% |
| 1Y | -9.9% | -20.0% | +10.1% | -8.8% |
| 3Y | +3.1% | -20.2% | +23.4% | +4.0% |
| 5Y | -13.4% | +8.4% | -21.8% | -15.2% |
| 10Y | +37.1% | -76.4% | +113.5% | +31.3% |
| All | +37.1% | -76.4% | +113.6% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling