+37.8%
CTSH vs PFGC
+360.0%
-322.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -2.6% |
| 7D | -2.3% | +10.8% | -13.1% | -4.6% |
| 30D | +7.4% | +17.8% | -10.4% | +3.6% |
| 3M | +10.9% | -2.7% | +13.7% | +11.2% |
| 6M | +24.7% | +20.0% | +4.6% | +19.5% |
| YTD | -22.0% | +24.3% | -46.3% | -26.4% |
| 1Y | -11.2% | +13.2% | -24.4% | -14.4% |
| 3Y | +3.9% | +85.9% | -82.1% | -10.6% |
| 5Y | -13.9% | +141.0% | -155.0% | -30.7% |
| 10Y | +37.8% | +370.6% | -332.8% | +2.0% |
| All | +37.8% | +360.0% | -322.2% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling