+18.7%
CTSH vs PFGC
+465.8%
-447.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.3% |
| 7D | -0.6% | +8.5% | -9.1% | -2.4% |
| 30D | +13.4% | +15.0% | -1.6% | +10.0% |
| 3M | +14.4% | -6.2% | +20.6% | +15.7% |
| 6M | +27.7% | +15.7% | +12.0% | +23.5% |
| YTD | -20.6% | +19.6% | -40.2% | -24.4% |
| 1Y | -9.1% | +13.2% | -22.3% | -12.4% |
| 3Y | +3.1% | +77.0% | -73.9% | -10.2% |
| 5Y | -11.8% | +121.5% | -133.2% | -27.6% |
| 10Y | +42.7% | +354.5% | -311.8% | +3.3% |
| All | +18.7% | +465.8% | -447.1% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling