-17.1%
CTSH vs PNC
+51.0%
-68.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -8.2% | -0.7% | -7.5% | -7.9% |
| 30D | +0.4% | -4.4% | +4.8% | +2.3% |
| 3M | +10.6% | +4.5% | +6.1% | +8.1% |
| 6M | -8.8% | +19.1% | -27.9% | -16.3% |
| YTD | -28.6% | +18.0% | -46.6% | -34.3% |
| 1Y | -15.9% | +24.1% | -40.0% | -24.5% |
| 3Y | -13.9% | +130.0% | -143.9% | -43.2% |
| 5Y | -17.1% | +50.4% | -67.5% | -33.3% |
| All | -17.1% | +51.0% | -68.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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