-15.9%
CTSH vs PFGC
-8.5%
-7.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.8% |
| 7D | -8.2% | -3.7% | -4.5% | -8.0% |
| 30D | +0.4% | -16.0% | +16.4% | +1.3% |
| 3M | +10.6% | -4.1% | +14.7% | +12.2% |
| 6M | -8.8% | +8.7% | -17.5% | -6.7% |
| YTD | -28.6% | +6.4% | -35.0% | -28.0% |
| 1Y | -15.9% | -8.4% | -7.5% | -10.1% |
| All | -15.9% | -8.5% | -7.4% | -10.1% |
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