+34,247.0%
CTSH vs PNR
+726.1%
+33,520.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.8% |
| 7D | -2.7% | -2.4% | -0.3% | -1.6% |
| 30D | +12.4% | -12.8% | +25.1% | +19.8% |
| 3M | +17.4% | -17.0% | +34.4% | +26.7% |
| 6M | -3.1% | -37.4% | +34.3% | +18.9% |
| YTD | -23.6% | -41.6% | +18.0% | -3.1% |
| 1Y | -10.8% | -44.6% | +33.8% | +15.9% |
| 3Y | -8.3% | -12.1% | +3.8% | -7.3% |
| 5Y | -11.3% | -17.4% | +6.1% | -9.4% |
| 10Y | +22.6% | +64.0% | -41.4% | -14.8% |
| All | +34,247.0% | +726.1% | +33,520.9% | +8,165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling