+32,929.6%
CTSH vs PPG
+529.8%
+32,399.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -2.5% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | +4.5% | -7.8% | +12.3% | +9.1% |
| 3M | +13.7% | -2.2% | +15.9% | +13.7% |
| 6M | -8.4% | +4.1% | -12.5% | -12.7% |
| YTD | -26.5% | +9.1% | -35.6% | -32.3% |
| 1Y | -13.9% | +1.0% | -14.9% | -17.6% |
| 3Y | -11.3% | -13.3% | +1.9% | -9.2% |
| 5Y | -14.8% | -19.2% | +4.4% | -11.6% |
| 10Y | +22.5% | +25.9% | -3.4% | -7.7% |
| All | +32,929.6% | +529.8% | +32,399.8% | +7,947.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling