+38.7%
CTSH vs PCG
-76.4%
+115.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | +9.8% | +0.8% | +9.0% | +9.7% |
| 3M | +12.1% | -22.0% | +34.2% | +14.1% |
| 6M | +27.4% | -17.1% | +44.5% | +28.8% |
| YTD | -20.3% | -16.9% | -3.4% | -19.6% |
| 1Y | -8.8% | -19.1% | +10.3% | -7.8% |
| 3Y | +4.0% | -19.4% | +23.5% | +4.8% |
| 5Y | -12.2% | +9.0% | -21.2% | -14.1% |
| 10Y | +38.7% | -76.2% | +114.9% | +32.7% |
| All | +38.7% | -76.4% | +115.1% | +32.7% |
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 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