+22.0%
CTSH vs PPL
+54.8%
-32.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | +2.7% | -5.4% | -3.8% |
| 30D | +12.4% | +0.5% | +11.9% | +12.0% |
| 3M | +17.4% | +0.7% | +16.7% | +16.6% |
| 6M | -3.1% | -7.6% | +4.5% | -0.2% |
| YTD | -23.6% | +1.8% | -25.4% | -24.9% |
| 1Y | -10.8% | -0.8% | -10.1% | -11.6% |
| 3Y | -8.3% | +56.9% | -65.2% | -28.5% |
| 5Y | -11.3% | +39.5% | -50.8% | -27.4% |
| All | +22.0% | +54.8% | -32.8% | -13.7% |
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 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