+3.1%
CTSH vs PENG
+184.4%
-181.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.4% | -15.1% | -2.4% |
| 7D | -0.6% | -19.4% | +18.9% | -1.0% |
| 30D | +13.4% | -42.4% | +55.8% | +12.4% |
| 3M | +14.4% | -25.6% | +40.1% | +13.7% |
| 6M | +27.7% | +7.3% | +20.4% | +19.7% |
| YTD | -20.6% | +113.9% | -134.5% | -32.0% |
| 1Y | -9.1% | +93.6% | -102.7% | -21.4% |
| 3Y | +3.1% | +170.2% | -167.1% | -24.3% |
| All | +3.1% | +184.4% | -181.3% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling