-14.5%
CTSH vs PDD
+210.2%
-224.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.7% |
| 7D | -2.7% | -4.1% | +1.4% | -2.4% |
| 30D | +12.4% | -9.6% | +22.0% | +13.2% |
| 3M | +17.4% | -4.3% | +21.6% | +17.7% |
| 6M | -3.1% | -18.8% | +15.7% | -1.7% |
| YTD | -23.6% | -27.5% | +3.9% | -21.8% |
| 1Y | -10.8% | -33.6% | +22.8% | -8.2% |
| 3Y | -8.3% | -20.4% | +12.1% | -8.7% |
| 5Y | -11.3% | -19.6% | +8.3% | -15.6% |
| All | -14.5% | +210.2% | -224.7% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling