+35.8%
CTSH vs PRU
+115.4%
-79.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.5% |
| 7D | -0.6% | +2.4% | -3.0% | -1.8% |
| 30D | +13.4% | +6.1% | +7.3% | +10.2% |
| 3M | +14.4% | -0.7% | +15.2% | +14.7% |
| 6M | +27.7% | +22.1% | +5.7% | +16.0% |
| YTD | -20.6% | +9.8% | -30.4% | -24.4% |
| 1Y | -9.1% | +19.4% | -28.5% | -16.8% |
| 3Y | +3.1% | +50.4% | -47.3% | -16.8% |
| 5Y | -11.8% | +37.2% | -48.9% | -26.5% |
| All | +35.8% | +115.4% | -79.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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