-8.7%
CTSH vs PDD
+216.8%
-225.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.0% |
| 7D | +6.4% | +5.9% | +0.5% | +5.9% |
| 30D | +16.3% | +7.1% | +9.2% | +15.6% |
| 3M | +20.0% | -7.7% | +27.7% | +20.7% |
| 6M | +29.9% | -13.2% | +43.2% | +31.1% |
| YTD | -18.4% | -26.0% | +7.6% | -16.7% |
| 1Y | -8.9% | -38.4% | +29.6% | -5.7% |
| 3Y | +6.0% | -21.1% | +27.1% | +5.6% |
| 5Y | -9.3% | +0.3% | -9.6% | -15.0% |
| All | -8.7% | +216.8% | -225.5% | -29.2% |
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