+14.3%
CTSH vs PFGC
+419.1%
-404.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | -2.7% | -2.2% | -0.5% | -2.2% |
| 30D | +12.4% | -11.9% | +24.3% | +15.3% |
| 3M | +17.4% | +5.0% | +12.4% | +16.1% |
| 6M | -3.1% | +8.6% | -11.7% | -5.1% |
| YTD | -23.6% | +9.7% | -33.3% | -25.7% |
| 1Y | -10.8% | -6.3% | -4.5% | -10.4% |
| 3Y | -8.3% | +58.2% | -66.5% | -18.1% |
| 5Y | -11.3% | +110.4% | -121.8% | -26.3% |
| 10Y | +22.6% | +272.8% | -250.1% | -8.0% |
| All | +14.3% | +419.1% | -404.8% | -16.8% |
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