-12.4%
CTSH vs PFG
+94.0%
-106.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.9% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | +13.4% | +2.0% | +11.4% | +12.1% |
| 3M | +14.4% | -3.2% | +17.6% | +15.9% |
| 6M | +27.7% | +10.9% | +16.8% | +20.7% |
| YTD | -20.6% | +28.8% | -49.5% | -30.4% |
| 1Y | -9.1% | +39.2% | -48.3% | -23.3% |
| 3Y | +3.1% | +75.0% | -72.0% | -23.8% |
| All | -12.4% | +94.0% | -106.4% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling