-16.2%
CTSH vs PENG
+56.5%
-72.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -1.0% |
| 7D | -2.6% | +13.2% | -15.9% | -3.1% |
| 30D | +0.9% | -29.9% | +30.8% | +2.1% |
| 3M | +6.9% | -22.2% | +29.1% | +7.1% |
| 6M | +38.8% | -1.9% | +40.7% | +31.1% |
| YTD | -22.7% | +142.1% | -164.8% | -37.0% |
| 1Y | -12.4% | +151.5% | -163.9% | -29.2% |
| 3Y | +1.3% | +206.9% | -205.7% | -26.1% |
| All | -16.2% | +56.5% | -72.8% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling