-0.4%
CTSH vs PCOR
-9.2%
+8.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +1.8% | +20.7% | -18.9% | -3.5% |
| 30D | +9.8% | +35.7% | -25.9% | +1.0% |
| 3M | +12.1% | +31.1% | -18.9% | +3.9% |
| 6M | +27.4% | +43.1% | -15.7% | +14.9% |
| YTD | -20.3% | +4.8% | -25.1% | -23.5% |
| 1Y | -8.8% | -3.7% | -5.1% | -11.0% |
| 3Y | +4.0% | +46.5% | -42.5% | -9.6% |
| 5Y | -12.2% | -17.3% | +5.1% | -21.4% |
| All | -0.4% | -9.2% | +8.8% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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