+6,284.5%
CTSH vs PFG
+1,008.7%
+5,275.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +1.8% | +3.0% | -1.1% | +0.6% |
| 30D | +9.8% | +8.2% | +1.6% | +6.4% |
| 3M | +12.1% | +2.7% | +9.4% | +10.7% |
| 6M | +27.4% | +17.2% | +10.2% | +19.7% |
| YTD | -20.3% | +34.8% | -55.0% | -29.0% |
| 1Y | -8.8% | +43.6% | -52.4% | -20.7% |
| 3Y | +4.0% | +85.4% | -81.4% | -18.6% |
| 5Y | -12.2% | +102.2% | -114.4% | -34.3% |
| 10Y | +38.7% | +190.2% | -151.5% | -14.9% |
| All | +6,284.5% | +1,008.7% | +5,275.8% | +2,310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling