+34,247.0%
CTSH vs PNC
+972.9%
+33,274.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -2.7% | +1.4% | -4.1% | -3.2% |
| 30D | +12.4% | -3.8% | +16.2% | +13.9% |
| 3M | +17.4% | +9.0% | +8.4% | +13.3% |
| 6M | -3.1% | +16.6% | -19.7% | -9.1% |
| YTD | -23.6% | +20.4% | -44.0% | -29.3% |
| 1Y | -10.8% | +22.3% | -33.2% | -18.1% |
| 3Y | -8.3% | +124.5% | -132.8% | -34.4% |
| 5Y | -11.3% | +54.1% | -65.4% | -27.5% |
| 10Y | +22.6% | +276.3% | -253.7% | -31.3% |
| All | +34,247.0% | +972.9% | +33,274.1% | +8,439.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling