+1.8%
CTSH vs PCG
-19.3%
+21.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | -2.1% | +2.2% | -4.3% | -2.2% |
| 30D | +1.4% | +0.8% | +0.6% | +1.3% |
| 3M | +7.5% | -23.8% | +31.3% | +9.5% |
| 6M | +39.6% | -19.6% | +59.2% | +41.3% |
| YTD | -22.3% | -16.7% | -5.6% | -22.3% |
| 1Y | -12.0% | -19.4% | +7.4% | -11.4% |
| 3Y | +1.8% | -18.3% | +20.1% | -0.5% |
| All | +1.8% | -19.3% | +21.1% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling