-12.1%
CTSH vs PFGC
+13.9%
-26.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -1.0% |
| 7D | -4.2% | +0.3% | -4.4% | -4.2% |
| 30D | +3.9% | +16.1% | -12.2% | +2.8% |
| 3M | +10.2% | +2.4% | +7.8% | +9.4% |
| 6M | +35.3% | +15.7% | +19.6% | +36.5% |
| YTD | -21.8% | +22.3% | -44.1% | -21.8% |
| 1Y | -12.1% | +13.9% | -26.0% | -8.7% |
| All | -12.1% | +13.9% | -26.0% | -8.7% |
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