+35,040.8%
CTSH vs PNR
+839.5%
+34,201.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.2% |
| 7D | -4.2% | -2.3% | -1.9% | -3.2% |
| 30D | +3.9% | +29.3% | -25.3% | -9.1% |
| 3M | +10.2% | +4.1% | +6.1% | +6.8% |
| 6M | +35.3% | -8.6% | +43.9% | +37.9% |
| YTD | -21.8% | -33.6% | +11.8% | -7.8% |
| 1Y | -12.1% | -36.4% | +24.2% | +5.7% |
| 3Y | +2.0% | +15.1% | -13.0% | -10.1% |
| 5Y | -15.3% | -3.8% | -11.5% | -20.3% |
| 10Y | +35.7% | +99.7% | -64.0% | -14.7% |
| All | +35,040.8% | +839.5% | +34,201.3% | +7,765.6% |
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