-2.9%
CTSH vs PCOR
-7.6%
+4.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | -2.1% | +3.0% | -5.2% | -2.9% |
| 30D | +1.4% | +38.7% | -37.3% | -7.3% |
| 3M | +7.5% | +24.9% | -17.4% | +0.8% |
| 6M | +39.6% | +68.8% | -29.2% | +21.0% |
| YTD | -22.3% | +6.7% | -29.0% | -25.9% |
| 1Y | -12.0% | +3.0% | -15.0% | -15.4% |
| 3Y | +1.8% | +48.6% | -46.8% | -11.9% |
| 5Y | -15.8% | -12.7% | -3.2% | -25.2% |
| All | -2.9% | -7.6% | +4.7% | -13.3% |
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