-7.7%
CTSH vs PFG
+70.7%
-78.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.8% |
| 7D | -2.7% | +5.5% | -8.2% | -5.3% |
| 30D | +12.4% | +2.4% | +10.0% | +10.9% |
| 3M | +17.4% | +13.6% | +3.8% | +9.9% |
| 6M | -3.1% | +27.9% | -31.0% | -14.5% |
| YTD | -23.6% | +35.6% | -59.1% | -34.3% |
| 1Y | -10.8% | +48.5% | -59.3% | -26.7% |
| All | -7.7% | +70.7% | -78.4% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling