+22.2%
CTSH vs PPG
+26.9%
-4.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | -3.7% | -6.2% | +2.5% | -0.8% |
| 30D | +3.7% | -7.9% | +11.6% | +7.6% |
| 3M | +17.9% | -10.2% | +28.1% | +22.9% |
| 6M | -2.6% | +2.7% | -5.3% | -6.0% |
| YTD | -26.4% | +4.9% | -31.3% | -30.3% |
| 1Y | -13.0% | -3.2% | -9.8% | -14.5% |
| 3Y | -11.2% | -17.0% | +5.8% | -7.2% |
| 5Y | -14.3% | -23.3% | +9.0% | -8.8% |
| All | +22.2% | +26.9% | -4.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling