-12.5%
CTSH vs PDD
+192.6%
-205.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | -4.2% | -7.6% | +3.5% | -3.6% |
| 30D | +3.9% | -5.4% | +9.4% | +4.4% |
| 3M | +10.2% | -12.9% | +23.1% | +11.3% |
| 6M | +35.3% | -19.0% | +54.3% | +37.3% |
| YTD | -21.8% | -31.6% | +9.8% | -19.7% |
| 1Y | -12.1% | -43.0% | +30.9% | -8.5% |
| 3Y | +2.0% | -28.9% | +30.9% | +2.5% |
| 5Y | -15.3% | -18.4% | +3.1% | -19.3% |
| All | -12.5% | +192.6% | -205.1% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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