+14.7%
CTSH vs PENG
+520.3%
-505.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -23.0% | +24.2% | +3.3% |
| 7D | +6.4% | -36.7% | +43.1% | +10.4% |
| 30D | +16.3% | -42.0% | +58.3% | +21.0% |
| 3M | +20.0% | -33.2% | +53.2% | +22.1% |
| 6M | +29.9% | +2.1% | +27.8% | +19.0% |
| YTD | -18.4% | +90.3% | -108.7% | -32.8% |
| 1Y | -8.9% | +67.7% | -76.5% | -23.7% |
| 3Y | +6.0% | +154.2% | -148.2% | -21.2% |
| 5Y | -9.3% | +28.3% | -37.6% | -28.9% |
| All | +14.7% | +520.3% | -505.7% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling