-7.6%
CTSH vs PFGC
+12.5%
-20.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +13.5% | -10.5% | +1.9% |
| 7D | -0.9% | +13.9% | -14.7% | -2.0% |
| 30D | +13.1% | +18.4% | -5.3% | +11.8% |
| 3M | +17.9% | -2.5% | +20.4% | +17.2% |
| 6M | +28.5% | +26.0% | +2.5% | +30.8% |
| YTD | -19.3% | +21.9% | -41.2% | -19.1% |
| 1Y | -7.6% | +13.4% | -21.0% | -4.7% |
| All | -7.6% | +12.5% | -20.1% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling