+9.6%
CTSH vs PENG
+661.7%
-652.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.3% | -11.0% | -2.6% |
| 7D | -2.3% | -3.8% | +1.5% | -2.6% |
| 30D | +7.4% | -40.1% | +47.5% | +11.6% |
| 3M | +10.9% | -21.8% | +32.7% | +11.2% |
| 6M | +24.7% | +3.3% | +21.3% | +15.4% |
| YTD | -22.0% | +133.6% | -155.6% | -37.1% |
| 1Y | -11.2% | +110.7% | -121.9% | -27.4% |
| 3Y | +3.9% | +204.3% | -200.4% | -24.0% |
| 5Y | -13.9% | +54.4% | -68.3% | -33.7% |
| All | +9.6% | +661.7% | -652.1% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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