+22.5%
CTSH vs PFG
+239.4%
-216.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.2% |
| 7D | -5.5% | +6.0% | -11.5% | -8.0% |
| 30D | +4.5% | +2.2% | +2.3% | +3.4% |
| 3M | +13.7% | +10.4% | +3.4% | +8.6% |
| 6M | -8.4% | +27.8% | -36.2% | -18.3% |
| YTD | -26.5% | +33.6% | -60.1% | -35.7% |
| 1Y | -13.9% | +49.3% | -63.2% | -28.5% |
| 3Y | -11.3% | +69.7% | -81.1% | -31.4% |
| 5Y | -14.8% | +111.3% | -126.2% | -41.1% |
| 10Y | +22.5% | +240.3% | -217.7% | -33.2% |
| All | +22.5% | +239.4% | -216.9% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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