-16.7%
CTSH vs PPG
-24.6%
+7.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.0% |
| 7D | -9.8% | -5.1% | -4.6% | -7.9% |
| 30D | +0.1% | -9.6% | +9.7% | +4.2% |
| 3M | +13.2% | -6.4% | +19.7% | +15.2% |
| 6M | -6.2% | +0.5% | -6.7% | -8.4% |
| YTD | -28.5% | +4.4% | -32.9% | -32.1% |
| 1Y | -13.8% | -0.9% | -12.9% | -16.3% |
| 3Y | -13.7% | -17.0% | +3.3% | -10.2% |
| 5Y | -16.7% | -23.7% | +7.0% | -11.3% |
| All | -16.7% | -24.6% | +7.9% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling