-9.3%
CTSH vs PPL
+47.7%
-57.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | +6.4% | +1.0% | +5.4% | +6.1% |
| 30D | +16.3% | +6.8% | +9.5% | +14.0% |
| 3M | +20.0% | +3.9% | +16.1% | +18.5% |
| 6M | +29.9% | -2.0% | +32.0% | +30.5% |
| YTD | -18.4% | +5.3% | -23.6% | -20.3% |
| 1Y | -8.9% | +2.2% | -11.1% | -10.2% |
| 3Y | +6.0% | +56.7% | -50.7% | -13.1% |
| 5Y | -9.3% | +49.1% | -58.4% | -24.3% |
| All | -9.3% | +47.7% | -57.0% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling