-12.1%
CTSH vs PFGC
+121.6%
-133.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.1% |
| 7D | -0.6% | +8.5% | -9.1% | -3.2% |
| 30D | +13.4% | +15.0% | -1.6% | +8.5% |
| 3M | +14.4% | -6.2% | +20.6% | +16.3% |
| 6M | +27.7% | +15.7% | +12.0% | +21.7% |
| YTD | -20.6% | +19.6% | -40.2% | -26.1% |
| 1Y | -9.1% | +13.2% | -22.3% | -13.8% |
| 3Y | +3.1% | +77.0% | -73.9% | -17.5% |
| All | -12.1% | +121.6% | -133.7% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling