-10.8%
CTSH vs PPL
-0.5%
-10.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | +2.7% | -5.4% | -2.5% |
| 30D | +12.4% | +0.5% | +11.9% | +12.4% |
| 3M | +17.4% | +0.7% | +16.7% | +17.5% |
| 6M | -3.1% | -7.6% | +4.5% | -3.1% |
| YTD | -23.6% | +1.8% | -25.4% | -23.4% |
| 1Y | -10.8% | -0.8% | -10.1% | -10.7% |
| All | -10.8% | -0.5% | -10.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling