-13.8%
CTSH vs PNR
-47.3%
+33.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -9.8% | -5.5% | -4.3% | -8.1% |
| 30D | +0.1% | -15.6% | +15.7% | +5.5% |
| 3M | +13.2% | -20.2% | +33.4% | +19.5% |
| 6M | -6.2% | -36.6% | +30.4% | +7.6% |
| YTD | -28.5% | -45.0% | +16.5% | -9.8% |
| 1Y | -13.8% | -47.4% | +33.7% | +10.8% |
| All | -13.8% | -47.3% | +33.5% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling