-12.1%
CTSH vs PCG
+13.7%
-25.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.4% |
| 7D | -0.6% | -1.6% | +1.0% | -0.3% |
| 30D | +13.4% | +1.4% | +12.0% | +13.1% |
| 3M | +14.4% | -23.4% | +37.8% | +19.0% |
| 6M | +27.7% | -19.4% | +47.1% | +31.0% |
| YTD | -20.6% | -18.5% | -2.1% | -19.4% |
| 1Y | -9.1% | -19.5% | +10.4% | -7.5% |
| 3Y | +3.1% | -21.0% | +24.1% | +3.4% |
| All | -12.1% | +13.7% | -25.8% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling