+37.8%
CTSH vs PFG
+203.0%
-165.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.8% | -3.6% |
| 7D | -2.3% | +2.3% | -4.6% | -3.4% |
| 30D | +7.4% | +7.6% | -0.2% | +3.6% |
| 3M | +10.9% | +2.5% | +8.4% | +9.3% |
| 6M | +24.7% | +16.6% | +8.0% | +15.7% |
| YTD | -22.0% | +34.1% | -56.0% | -32.1% |
| 1Y | -11.2% | +44.1% | -55.2% | -25.2% |
| 3Y | +3.9% | +86.3% | -82.4% | -23.1% |
| 5Y | -13.9% | +101.6% | -115.5% | -39.5% |
| 10Y | +37.8% | +197.9% | -160.1% | -27.0% |
| All | +37.8% | +203.0% | -165.2% | -27.0% |
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