+18.2%
CTSH vs PFGC
+485.3%
-467.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.1% | +1.5% | -3.5% | -2.4% |
| 30D | +8.0% | +17.4% | -9.5% | +4.2% |
| 3M | +10.6% | -2.4% | +13.0% | +10.8% |
| 6M | +32.5% | +18.2% | +14.3% | +27.5% |
| YTD | -21.0% | +23.7% | -44.6% | -25.3% |
| 1Y | -9.9% | +15.0% | -24.9% | -13.5% |
| 3Y | +3.1% | +82.3% | -79.2% | -10.7% |
| 5Y | -13.4% | +131.9% | -145.3% | -29.6% |
| 10Y | +37.1% | +353.0% | -315.8% | -1.0% |
| All | +18.2% | +485.3% | -467.1% | -16.3% |
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