+34,247.0%
CTSH vs PCG
-17.5%
+34,264.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.9% |
| 7D | -2.7% | -13.9% | +11.2% | -1.4% |
| 30D | +12.4% | -16.9% | +29.2% | +14.3% |
| 3M | +17.4% | -14.7% | +32.1% | +19.0% |
| 6M | -3.1% | -23.8% | +20.7% | -0.6% |
| YTD | -23.6% | -10.5% | -13.1% | -23.2% |
| 1Y | -10.8% | -5.1% | -5.7% | -11.1% |
| 3Y | -8.3% | -11.6% | +3.3% | -8.3% |
| 5Y | -11.3% | +59.0% | -70.3% | -17.5% |
| 10Y | +22.6% | -75.7% | +98.3% | +26.8% |
| All | +34,247.0% | -17.5% | +34,264.5% | +29,311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling