-12.1%
CTSH vs PDD
-1.2%
-10.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -0.6% | +5.6% | -6.2% | -1.0% |
| 30D | +13.4% | +5.8% | +7.6% | +12.8% |
| 3M | +14.4% | -8.6% | +23.0% | +15.2% |
| 6M | +27.7% | -18.8% | +46.6% | +29.6% |
| YTD | -20.6% | -26.8% | +6.2% | -18.9% |
| 1Y | -9.1% | -39.3% | +30.1% | -5.8% |
| 3Y | +3.1% | -22.5% | +25.6% | +2.8% |
| All | -12.1% | -1.2% | -10.8% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling