+34,958.1%
CTSH vs PEG
+1,302.7%
+33,655.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.1% | -3.0% |
| 7D | -2.3% | +0.9% | -3.2% | -2.6% |
| 30D | +7.4% | +3.8% | +3.6% | +5.8% |
| 3M | +10.9% | +0.1% | +10.9% | +10.6% |
| 6M | +24.7% | -1.0% | +25.6% | +24.3% |
| YTD | -22.0% | -4.1% | -17.9% | -21.9% |
| 1Y | -11.2% | -6.9% | -4.3% | -10.0% |
| 3Y | +3.9% | +35.6% | -31.8% | -11.4% |
| 5Y | -13.9% | +42.8% | -56.7% | -29.0% |
| 10Y | +37.8% | +160.2% | -122.4% | -11.9% |
| All | +34,958.1% | +1,302.7% | +33,655.4% | +24,327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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