+22.5%
CTSH vs PH
+794.6%
-772.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.5% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | +4.5% | -10.8% | +15.3% | +9.6% |
| 3M | +13.7% | +8.5% | +5.3% | +8.5% |
| 6M | -8.4% | +3.9% | -12.3% | -11.8% |
| YTD | -26.5% | +9.4% | -35.9% | -31.1% |
| 1Y | -13.9% | +26.8% | -40.7% | -25.0% |
| 3Y | -11.3% | +140.8% | -152.1% | -45.0% |
| 5Y | -14.8% | +253.8% | -268.6% | -57.3% |
| 10Y | +22.5% | +792.3% | -769.8% | -59.8% |
| All | +22.5% | +794.6% | -772.1% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling