+35.8%
CTSH vs PPL
+62.0%
-26.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.5% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | +13.4% | +5.4% | +8.0% | +10.7% |
| 3M | +14.4% | +4.3% | +10.2% | +12.1% |
| 6M | +27.7% | -1.3% | +29.1% | +27.8% |
| YTD | -20.6% | +4.7% | -25.3% | -23.1% |
| 1Y | -9.1% | +1.3% | -10.4% | -10.7% |
| 3Y | +3.1% | +57.2% | -54.1% | -19.5% |
| 5Y | -11.8% | +48.2% | -60.0% | -30.0% |
| All | +35.8% | +62.0% | -26.3% | -5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling